+103.3%
NU vs ROP
-18.8%
+122.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -1.8% |
| 7D | -2.6% | -6.1% | +3.5% | -0.9% |
| 30D | +8.2% | -3.4% | +11.6% | +9.2% |
| 3M | +26.3% | +16.7% | +9.6% | +19.2% |
| 6M | +2.2% | +8.1% | -5.8% | -0.8% |
| YTD | -10.4% | -11.7% | +1.3% | -4.6% |
| 1Y | -3.0% | -24.2% | +21.2% | +12.6% |
| All | +103.3% | -18.8% | +122.0% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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