+56.4%
NU vs ROP
-5.1%
+61.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.4% | +11.3% | +11.6% |
| 7D | +9.9% | +0.7% | +9.2% | +9.7% |
| 30D | -11.5% | +28.8% | -40.2% | -17.4% |
| 3M | -5.1% | +21.1% | -26.2% | -10.2% |
| 6M | +3.1% | +52.5% | -49.4% | -10.0% |
| YTD | -21.0% | +8.9% | -29.9% | -20.8% |
| 1Y | -15.2% | +8.2% | -23.4% | -14.7% |
| 3Y | +56.4% | -5.2% | +61.6% | +64.9% |
| All | +56.4% | -5.1% | +61.5% | +64.9% |
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