+45.4%
NU vs RTX
+155.0%
-109.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -4.2% | -2.0% | -2.2% | -3.4% |
| 30D | +10.0% | -11.2% | +21.2% | +15.5% |
| 3M | +29.3% | +12.0% | +17.2% | +22.6% |
| 6M | +0.9% | -3.6% | +4.5% | +1.8% |
| YTD | -10.3% | +9.2% | -19.5% | -14.3% |
| 1Y | -3.2% | +29.7% | -32.9% | -14.5% |
| 3Y | +120.6% | +152.0% | -31.4% | +38.2% |
| All | +45.4% | +155.0% | -109.6% | -21.3% |
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