+41.5%
NU vs RNG
-64.8%
+106.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -4.9% | -6.1% | +1.2% | -3.0% |
| 30D | +7.8% | +9.6% | -1.8% | +4.4% |
| 3M | +20.9% | +83.3% | -62.4% | -3.2% |
| 6M | +0.9% | +77.9% | -77.0% | -20.3% |
| YTD | -12.7% | +139.9% | -152.6% | -40.6% |
| 1Y | -6.4% | +121.7% | -128.1% | -34.9% |
| 3Y | +98.1% | +121.9% | -23.8% | +25.7% |
| All | +41.5% | -64.8% | +106.3% | +175.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling