+28.0%
NU vs RRC
+188.6%
-160.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.7% | +11.0% | +11.6% |
| 7D | +9.9% | +6.4% | +3.5% | +8.8% |
| 30D | -11.5% | +23.9% | -35.3% | -15.7% |
| 3M | -5.1% | +30.2% | -35.3% | -10.6% |
| 6M | +3.1% | +26.3% | -23.1% | -2.6% |
| YTD | -21.0% | +48.1% | -69.1% | -28.5% |
| 1Y | -15.2% | +37.7% | -52.9% | -22.1% |
| 3Y | +56.4% | +60.3% | -3.8% | +36.7% |
| All | +28.0% | +188.6% | -160.6% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling