+45.2%
NU vs DE
+100.4%
-55.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.9% |
| 7D | -2.6% | -3.0% | +0.4% | -1.3% |
| 30D | +8.2% | +11.1% | -2.9% | +3.1% |
| 3M | +26.3% | +17.6% | +8.7% | +16.8% |
| 6M | +2.2% | +13.6% | -11.3% | -4.6% |
| YTD | -10.4% | +46.3% | -56.7% | -27.1% |
| 1Y | -3.0% | +44.2% | -47.1% | -20.7% |
| 3Y | +120.3% | +76.6% | +43.7% | +57.6% |
| All | +45.2% | +100.4% | -55.2% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling