-24.1%
NU vs DD
+49.3%
-73.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +3.9% |
| 7D | +0.2% | +8.7% | -8.5% | -3.1% |
| 30D | -21.0% | +15.3% | -36.3% | -25.4% |
| 3M | -16.3% | +5.9% | -22.3% | -18.2% |
| 6M | -15.3% | +11.6% | -26.9% | -19.4% |
| YTD | -28.4% | +26.5% | -54.9% | -35.1% |
| 1Y | -24.1% | +35.4% | -59.5% | -33.6% |
| All | -24.1% | +49.3% | -73.4% | -33.6% |
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