+14.5%
NU vs RL
+249.5%
-235.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.6% |
| 7D | +0.8% | +2.4% | -1.6% | -0.5% |
| 30D | -24.1% | +4.6% | -28.6% | -26.3% |
| 3M | -12.8% | -1.1% | -11.6% | -13.0% |
| 6M | -10.9% | +16.5% | -27.4% | -19.3% |
| YTD | -29.3% | +11.4% | -40.7% | -35.0% |
| 1Y | -26.9% | +16.1% | -43.0% | -34.4% |
| 3Y | +38.8% | +252.6% | -213.8% | -41.9% |
| All | +14.5% | +249.5% | -235.0% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling