+45.4%
NU vs ROST
+111.1%
-65.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.2% | -2.5% | -1.7% | -2.6% |
| 30D | +10.0% | -10.3% | +20.3% | +17.9% |
| 3M | +29.3% | -2.6% | +31.8% | +30.7% |
| 6M | +0.9% | +6.5% | -5.6% | -4.6% |
| YTD | -10.3% | +25.9% | -36.2% | -24.9% |
| 1Y | -3.2% | +52.3% | -55.5% | -29.5% |
| 3Y | +120.6% | +94.6% | +26.0% | +27.5% |
| All | +45.4% | +111.1% | -65.7% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling