-24.1%
NU vs DFNS
-99.6%
+75.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -18.3% | +21.6% | +3.5% |
| 7D | +0.2% | -27.7% | +27.8% | +0.6% |
| 30D | -21.0% | -58.0% | +37.0% | -20.2% |
| 3M | -16.3% | -94.0% | +77.7% | -13.5% |
| 6M | -15.3% | -94.6% | +79.3% | -10.3% |
| YTD | -28.4% | -99.4% | +71.1% | -13.2% |
| 1Y | -24.1% | -99.6% | +75.5% | -4.5% |
| All | -24.1% | -99.6% | +75.5% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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