+28.0%
NU vs RTX
+155.6%
-127.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.1% | +11.6% | +11.7% |
| 7D | +9.9% | +4.8% | +5.1% | +8.0% |
| 30D | -11.5% | +6.5% | -17.9% | -14.0% |
| 3M | -5.1% | -9.6% | +4.5% | -1.5% |
| 6M | +3.1% | +12.3% | -9.2% | -2.7% |
| YTD | -21.0% | +9.5% | -30.5% | -25.0% |
| 1Y | -15.2% | +15.8% | -31.0% | -21.4% |
| 3Y | +56.4% | +157.0% | -100.6% | -3.0% |
| All | +28.0% | +155.6% | -127.6% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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