-24.1%
NU vs DE
+49.6%
-73.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +3.2% |
| 7D | +0.2% | +5.6% | -5.4% | -0.3% |
| 30D | -21.0% | -0.8% | -20.2% | -20.9% |
| 3M | -16.3% | +9.8% | -26.2% | -16.9% |
| 6M | -15.3% | +17.5% | -32.9% | -16.0% |
| YTD | -28.4% | +46.5% | -74.8% | -29.8% |
| 1Y | -24.1% | +46.1% | -70.2% | -25.2% |
| All | -24.1% | +49.6% | -73.7% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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