+41.5%
NU vs DD
+43.3%
-1.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | -4.9% | -3.5% | -1.4% | -2.9% |
| 30D | +7.8% | -11.7% | +19.5% | +15.8% |
| 3M | +20.9% | -9.2% | +30.2% | +27.8% |
| 6M | +0.9% | -7.2% | +8.1% | +4.3% |
| YTD | -12.7% | +6.6% | -19.3% | -17.7% |
| 1Y | -6.4% | +32.0% | -38.4% | -23.5% |
| 3Y | +98.1% | +42.1% | +56.0% | +46.5% |
| All | +41.5% | +43.3% | -1.8% | +4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling