-24.1%
NU vs D
+23.9%
-48.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.4% | -1.2% | +2.7% |
| 7D | +0.2% | +8.5% | -8.3% | -0.8% |
| 30D | -21.0% | +14.3% | -35.3% | -22.3% |
| 3M | -16.3% | +1.8% | -18.1% | -16.8% |
| 6M | -15.3% | +13.0% | -28.4% | -16.8% |
| YTD | -28.4% | +22.7% | -51.1% | -28.9% |
| 1Y | -24.1% | +22.6% | -46.7% | -24.7% |
| All | -24.1% | +23.9% | -48.0% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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