-98.3%
DFNS vs NUE
+82.6%
-180.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | -16.0% | +4.2% | -20.2% | -18.1% |
| 30D | -77.7% | -5.0% | -72.7% | -77.1% |
| 3M | -77.2% | -0.2% | -77.0% | -77.6% |
| 6M | -95.2% | +49.1% | -144.3% | -95.9% |
| YTD | -98.0% | +61.0% | -159.0% | -98.3% |
| 1Y | -98.3% | +82.5% | -180.8% | -98.5% |
| All | -98.3% | +82.6% | -180.9% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 1y: compounded portfolio wealth divided by compounded NUE 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…
1y analysis · Full analysis span regression · 6 months rolling