+41.5%
NU vs RSG
+74.8%
-33.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.4% | -3.0% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | +7.8% | +4.0% | +3.9% | +6.0% |
| 3M | +20.9% | +7.4% | +13.6% | +16.5% |
| 6M | +0.9% | +0.1% | +0.8% | +0.2% |
| YTD | -12.7% | +6.0% | -18.7% | -16.4% |
| 1Y | -6.4% | -3.0% | -3.4% | -5.8% |
| 3Y | +98.1% | +56.5% | +41.6% | +37.0% |
| All | +41.5% | +74.8% | -33.3% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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