+48.8%
NU vs RRC
+133.3%
-84.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | +7.5% | +1.3% | +6.2% | +7.2% |
| 30D | +6.1% | +10.1% | -4.0% | +4.1% |
| 3M | +26.8% | +4.0% | +22.8% | +25.5% |
| 6M | +2.5% | +1.6% | +0.9% | +1.3% |
| YTD | -8.2% | +19.7% | -27.9% | -12.7% |
| 1Y | +3.4% | +21.4% | -18.1% | -2.5% |
| 3Y | +116.2% | +29.7% | +86.5% | +98.0% |
| All | +48.8% | +133.3% | -84.5% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling