+28.0%
NU vs DFNS
-100.0%
+128.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -5.5% | +17.2% | +11.7% |
| 7D | +9.9% | -6.0% | +15.9% | +9.9% |
| 30D | -11.5% | -71.2% | +59.7% | -11.6% |
| 3M | -5.1% | -94.5% | +89.4% | -5.5% |
| 6M | +3.1% | -96.5% | +99.7% | +3.0% |
| YTD | -21.0% | -99.6% | +78.6% | -21.7% |
| 1Y | -15.2% | -99.7% | +84.5% | -16.0% |
| 3Y | +56.4% | -100.0% | +156.4% | +57.4% |
| All | +28.0% | -100.0% | +128.0% | +41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling