+103.5%
NU vs DD
+41.5%
+62.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -4.2% | -2.9% | -1.3% | -3.1% |
| 30D | +10.0% | -11.5% | +21.5% | +15.4% |
| 3M | +29.3% | -5.4% | +34.7% | +32.2% |
| 6M | +0.9% | -6.9% | +7.8% | +3.2% |
| YTD | -10.3% | +6.9% | -17.2% | -13.3% |
| 1Y | -3.2% | +35.6% | -38.8% | -15.2% |
| All | +103.5% | +41.5% | +62.0% | +76.5% |
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