+41.5%
NU vs DE
+99.9%
-58.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.5% |
| 7D | -4.9% | -2.6% | -2.3% | -3.8% |
| 30D | +7.8% | +9.0% | -1.2% | +3.6% |
| 3M | +20.9% | +19.1% | +1.8% | +11.2% |
| 6M | +0.9% | +14.4% | -13.5% | -6.1% |
| YTD | -12.7% | +45.9% | -58.6% | -28.8% |
| 1Y | -6.4% | +43.6% | -50.0% | -23.4% |
| 3Y | +98.1% | +75.9% | +22.2% | +42.0% |
| All | +41.5% | +99.9% | -58.4% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling