+98.1%
NU vs RNG
+119.8%
-21.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -4.9% | -6.1% | +1.2% | -4.0% |
| 30D | +7.8% | +9.6% | -1.8% | +6.2% |
| 3M | +20.9% | +83.3% | -62.4% | +8.9% |
| 6M | +0.9% | +77.9% | -77.0% | -9.5% |
| YTD | -12.7% | +139.9% | -152.6% | -27.3% |
| 1Y | -6.4% | +121.7% | -128.1% | -21.0% |
| 3Y | +98.1% | +121.9% | -23.8% | +70.0% |
| All | +98.1% | +119.8% | -21.7% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling