+3.4%
NU vs DFNS
-98.3%
+101.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | +7.5% | -16.0% | +23.5% | +7.7% |
| 30D | +6.1% | -77.7% | +83.8% | +7.9% |
| 3M | +26.8% | -77.2% | +104.0% | +27.9% |
| 6M | +2.5% | -95.2% | +97.6% | +9.2% |
| YTD | -8.2% | -98.0% | +89.8% | -0.2% |
| 1Y | +3.4% | -98.3% | +101.6% | +19.6% |
| All | +3.4% | -98.3% | +101.7% | +19.6% |
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