+56.4%
NU vs RRC
+60.0%
-3.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.7% | +11.0% | +11.7% |
| 7D | +9.9% | +6.4% | +3.5% | +9.2% |
| 30D | -11.5% | +23.9% | -35.3% | -14.9% |
| 3M | -5.1% | +30.2% | -35.3% | -9.8% |
| 6M | +3.1% | +26.3% | -23.1% | -1.7% |
| YTD | -21.0% | +48.1% | -69.1% | -28.7% |
| 1Y | -15.2% | +37.7% | -52.9% | -21.9% |
| 3Y | +56.4% | +60.3% | -3.8% | +33.6% |
| All | +56.4% | +60.0% | -3.5% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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