+41.5%
NU vs RDW
+33.2%
+8.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.3% |
| 7D | -4.9% | +0.9% | -5.7% | -5.0% |
| 30D | +7.8% | -21.3% | +29.1% | +11.5% |
| 3M | +20.9% | -37.9% | +58.8% | +27.7% |
| 6M | +0.9% | +12.3% | -11.4% | -6.0% |
| YTD | -12.7% | +39.7% | -52.4% | -23.6% |
| 1Y | -6.4% | +25.7% | -32.1% | -18.7% |
| 3Y | +98.1% | +230.8% | -132.7% | +16.3% |
| All | +41.5% | +33.2% | +8.3% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling