+56.4%
NU vs DD
+88.8%
-32.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.6% | +12.3% | +12.0% |
| 7D | +9.9% | +5.0% | +4.9% | +7.8% |
| 30D | -11.5% | +19.7% | -31.1% | -17.6% |
| 3M | -5.1% | +7.2% | -12.3% | -7.8% |
| 6M | +3.1% | +1.0% | +2.1% | +2.2% |
| YTD | -21.0% | +29.1% | -50.1% | -29.3% |
| 1Y | -15.2% | +28.5% | -43.7% | -24.0% |
| 3Y | +56.4% | +89.4% | -33.0% | +9.1% |
| All | +56.4% | +88.8% | -32.3% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling