+3.4%
NU vs ROL
-35.4%
+38.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | +7.5% | -1.4% | +8.9% | +7.6% |
| 30D | +6.1% | -4.1% | +10.2% | +6.5% |
| 3M | +26.8% | -22.5% | +49.3% | +29.8% |
| 6M | +2.5% | -37.7% | +40.1% | +6.8% |
| YTD | -8.2% | -39.6% | +31.4% | -3.6% |
| 1Y | +3.4% | -36.0% | +39.4% | +8.6% |
| All | +3.4% | -35.4% | +38.8% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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