+45.4%
NU vs RRX
+0.4%
+45.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +0.9% |
| 7D | -4.2% | -3.7% | -0.5% | -2.8% |
| 30D | +10.0% | -9.3% | +19.3% | +14.4% |
| 3M | +29.3% | -21.8% | +51.1% | +39.5% |
| 6M | +0.9% | -22.0% | +22.9% | +7.1% |
| YTD | -10.3% | +11.9% | -22.2% | -20.2% |
| 1Y | -3.2% | +11.6% | -14.8% | -14.6% |
| 3Y | +120.6% | +2.2% | +118.4% | +91.1% |
| All | +45.4% | +0.4% | +45.0% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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