-100.0%
DFNS vs NUE
+143.0%
-243.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.5% | -2.0% | -6.1% |
| 7D | -6.0% | +2.8% | -8.7% | -5.6% |
| 30D | -71.2% | -2.1% | -69.1% | -71.4% |
| 3M | -94.5% | -7.3% | -87.2% | -94.6% |
| 6M | -96.5% | +8.9% | -105.4% | -96.5% |
| YTD | -99.6% | +55.6% | -155.2% | -99.6% |
| 1Y | -99.7% | +74.7% | -174.4% | -99.6% |
| 3Y | -100.0% | +71.7% | -171.6% | -100.0% |
| All | -100.0% | +143.0% | -243.0% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling