+28.0%
NU vs RVTY
-17.8%
+45.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.7% | +13.4% | +12.4% |
| 7D | +9.9% | -0.5% | +10.4% | +10.0% |
| 30D | -11.5% | +1.5% | -13.0% | -12.4% |
| 3M | -5.1% | +31.5% | -36.6% | -15.5% |
| 6M | +3.1% | +62.7% | -59.6% | -16.4% |
| YTD | -21.0% | +60.0% | -81.0% | -36.5% |
| 1Y | -15.2% | +65.7% | -80.9% | -32.9% |
| 3Y | +56.4% | +85.2% | -28.8% | +8.8% |
| All | +28.0% | -17.8% | +45.7% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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