+45.4%
NU vs ROL
+11.3%
+34.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -4.2% | -3.2% | -1.0% | -3.2% |
| 30D | +10.0% | -6.6% | +16.7% | +12.4% |
| 3M | +29.3% | -27.3% | +56.6% | +43.1% |
| 6M | +0.9% | -38.1% | +39.0% | +18.1% |
| YTD | -10.3% | -41.8% | +31.5% | +6.8% |
| 1Y | -3.2% | -37.8% | +34.6% | +11.9% |
| 3Y | +120.6% | -0.3% | +120.9% | +105.6% |
| All | +45.4% | +11.3% | +34.1% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling