+41.5%
NU vs ROST
+116.0%
-74.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -5.0% | -4.2% |
| 7D | -4.9% | +0.2% | -5.1% | -5.1% |
| 30D | +7.8% | -6.9% | +14.7% | +12.7% |
| 3M | +20.9% | -3.3% | +24.2% | +22.8% |
| 6M | +0.9% | +9.0% | -8.2% | -6.2% |
| YTD | -12.7% | +28.9% | -41.5% | -28.1% |
| 1Y | -6.4% | +54.0% | -60.4% | -32.3% |
| 3Y | +98.1% | +100.7% | -2.6% | +12.0% |
| All | +41.5% | +116.0% | -74.5% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling