+16.5%
NU vs D
+13.1%
+3.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.7% |
| 7D | +3.6% | +3.0% | +0.6% | +3.1% |
| 30D | -22.8% | +11.5% | -34.3% | -24.3% |
| 3M | -14.8% | +3.7% | -18.5% | -15.4% |
| 6M | -16.9% | +13.5% | -30.5% | -18.9% |
| YTD | -28.1% | +20.7% | -48.9% | -30.6% |
| 1Y | -24.5% | +18.2% | -42.8% | -26.9% |
| 3Y | +44.8% | +73.3% | -28.5% | +25.1% |
| All | +16.5% | +13.1% | +3.3% | +33.5% |
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