-99.9%
DFNS vs NUE
+580.3%
-680.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.4% |
| 7D | -3.3% | -2.7% | -0.7% | -3.8% |
| 30D | -73.1% | -6.1% | -67.0% | -73.3% |
| 3M | -71.4% | +2.2% | -73.6% | -71.2% |
| 6M | -93.8% | +50.8% | -144.6% | -93.2% |
| YTD | -98.0% | +57.5% | -155.6% | -97.8% |
| 1Y | -98.2% | +82.5% | -180.6% | -97.9% |
| 3Y | -99.9% | +61.7% | -161.6% | -99.9% |
| 5Y | -99.9% | +145.1% | -245.0% | -99.8% |
| All | -99.9% | +580.3% | -680.2% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling