+3.4%
NU vs DD
+41.5%
-38.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.1% |
| 7D | +7.5% | -3.5% | +11.0% | +8.7% |
| 30D | +6.1% | -10.3% | +16.5% | +10.1% |
| 3M | +26.8% | -7.5% | +34.4% | +30.1% |
| 6M | +2.5% | -8.0% | +10.5% | +4.2% |
| YTD | -8.2% | +10.5% | -18.7% | -10.2% |
| 1Y | +3.4% | +38.3% | -34.9% | -3.7% |
| All | +3.4% | +41.5% | -38.1% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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