+48.4%
NU vs D
+9.2%
+39.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.4% |
| 7D | +6.0% | +0.8% | +5.2% | +5.9% |
| 30D | +10.8% | -0.7% | +11.5% | +10.9% |
| 3M | +32.2% | +2.1% | +30.1% | +31.6% |
| 6M | +5.1% | +6.8% | -1.7% | +3.7% |
| YTD | -8.4% | +16.5% | -25.0% | -11.0% |
| 1Y | +0.7% | +19.2% | -18.4% | -2.6% |
| 3Y | +125.1% | +61.9% | +63.2% | +97.9% |
| All | +48.4% | +9.2% | +39.2% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling