-24.8%
NU vs D
+16.5%
-41.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.4% | +2.0% |
| 7D | +2.8% | -2.4% | +5.2% | +3.1% |
| 30D | -23.0% | +9.0% | -32.0% | -23.9% |
| 3M | -9.7% | +1.0% | -10.7% | -10.0% |
| 6M | -8.7% | +11.0% | -19.7% | -10.2% |
| YTD | -26.4% | +19.8% | -46.2% | -26.8% |
| 1Y | -24.8% | +16.0% | -40.8% | -24.8% |
| All | -24.8% | +16.5% | -41.3% | -24.8% |
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