+107.7%
NU vs ROL
-0.3%
+108.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.2% |
| 7D | +6.0% | -3.4% | +9.4% | +6.7% |
| 30D | +10.8% | -6.9% | +17.7% | +12.3% |
| 3M | +32.2% | -24.6% | +56.8% | +39.8% |
| 6M | +5.1% | -39.5% | +44.7% | +16.8% |
| YTD | -8.4% | -41.1% | +32.7% | +2.1% |
| 1Y | +0.7% | -37.9% | +38.7% | +10.6% |
| All | +107.7% | -0.3% | +108.0% | +122.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling