+45.2%
NU vs DD
+44.3%
+0.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -0.7% |
| 7D | -2.6% | -3.8% | +1.2% | -0.5% |
| 30D | +8.2% | -9.2% | +17.5% | +14.4% |
| 3M | +26.3% | -9.0% | +35.3% | +33.2% |
| 6M | +2.2% | -5.0% | +7.2% | +4.2% |
| YTD | -10.4% | +7.4% | -17.8% | -15.9% |
| 1Y | -3.0% | +35.1% | -38.1% | -21.8% |
| 3Y | +120.3% | +43.2% | +77.1% | +62.2% |
| All | +45.2% | +44.3% | +0.9% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling