+45.2%
NU vs ROP
-14.6%
+59.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -1.4% |
| 7D | -2.6% | -6.1% | +3.5% | +0.8% |
| 30D | +8.2% | -3.4% | +11.6% | +10.1% |
| 3M | +26.3% | +16.7% | +9.6% | +13.3% |
| 6M | +2.2% | +8.1% | -5.8% | -4.0% |
| YTD | -10.4% | -11.7% | +1.3% | -3.7% |
| 1Y | -3.0% | -24.2% | +21.2% | +17.2% |
| 3Y | +120.3% | -19.0% | +139.2% | +142.4% |
| All | +45.2% | -14.6% | +59.9% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling