+16.9%
NU vs RL
+257.4%
-240.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.5% | -2.4% |
| 7D | +4.0% | +1.3% | +2.7% | +3.1% |
| 30D | -25.1% | +7.6% | -32.7% | -28.3% |
| 3M | -12.8% | -1.5% | -11.3% | -12.9% |
| 6M | -12.5% | +12.1% | -24.5% | -19.0% |
| YTD | -27.8% | +13.9% | -41.8% | -34.4% |
| 1Y | -24.6% | +20.7% | -45.3% | -33.8% |
| 3Y | +41.8% | +260.6% | -218.8% | -41.3% |
| All | +16.9% | +257.4% | -240.4% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 5y: compounded portfolio wealth divided by compounded RL 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…
5y analysis · Full analysis span regression · 6 months rolling