+45.2%
NU vs RUN
-80.0%
+125.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -1.3% |
| 7D | -2.6% | -1.8% | -0.8% | -2.3% |
| 30D | +8.2% | -10.8% | +19.1% | +10.5% |
| 3M | +26.3% | -30.2% | +56.4% | +33.5% |
| 6M | +2.2% | -22.3% | +24.6% | +5.1% |
| YTD | -10.4% | -52.2% | +41.8% | -2.3% |
| 1Y | -3.0% | -45.1% | +42.1% | +1.6% |
| 3Y | +120.3% | -37.1% | +157.4% | +70.5% |
| All | +45.2% | -80.0% | +125.2% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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