-6.4%
NU vs RNG
+128.1%
-134.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -4.9% | -6.1% | +1.2% | -4.6% |
| 30D | +7.8% | +9.6% | -1.8% | +7.3% |
| 3M | +20.9% | +83.3% | -62.4% | +16.2% |
| 6M | +0.9% | +77.9% | -77.0% | -2.9% |
| YTD | -12.7% | +139.9% | -152.6% | -17.4% |
| 1Y | -6.4% | +121.7% | -128.1% | -11.7% |
| All | -6.4% | +128.1% | -134.5% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling