+48.4%
NU vs RNG
-64.1%
+112.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +1.1% |
| 7D | +6.0% | -0.8% | +6.8% | +6.3% |
| 30D | +10.8% | +11.4% | -0.6% | +6.7% |
| 3M | +32.2% | +72.1% | -39.9% | +8.0% |
| 6M | +5.1% | +67.9% | -62.8% | -15.2% |
| YTD | -8.4% | +144.3% | -152.8% | -38.1% |
| 1Y | +0.7% | +117.5% | -116.8% | -29.3% |
| 3Y | +125.1% | +123.9% | +1.2% | +42.6% |
| All | +48.4% | -64.1% | +112.5% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling