-99.9%
DFNS vs NUE
+582.9%
-682.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -1.1% |
| 7D | +0.8% | +1.8% | -1.0% | +1.2% |
| 30D | -73.2% | -6.0% | -67.3% | -73.5% |
| 3M | -72.4% | +1.4% | -73.9% | -72.3% |
| 6M | -95.2% | +52.8% | -148.1% | -94.7% |
| YTD | -98.0% | +58.1% | -156.1% | -97.8% |
| 1Y | -98.3% | +80.4% | -178.7% | -98.0% |
| 3Y | -99.9% | +62.3% | -162.2% | -99.9% |
| 5Y | -99.9% | +146.2% | -246.1% | -99.8% |
| All | -99.9% | +582.9% | -682.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling