+48.4%
NU vs DBX
+37.8%
+10.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | +1.4% |
| 7D | +6.0% | -1.3% | +7.3% | +6.8% |
| 30D | +10.8% | -2.9% | +13.6% | +12.0% |
| 3M | +32.2% | +23.8% | +8.3% | +14.1% |
| 6M | +5.1% | +26.2% | -21.1% | -12.8% |
| YTD | -8.4% | +21.6% | -30.0% | -22.4% |
| 1Y | +0.7% | +11.4% | -10.7% | -10.3% |
| 3Y | +125.1% | +21.3% | +103.8% | +73.9% |
| All | +48.4% | +37.8% | +10.6% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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