+40.0%
NU vs DFNS
-100.0%
+140.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -19.4% | +15.4% | -4.0% |
| 7D | +0.8% | -12.7% | +13.4% | +0.8% |
| 30D | -24.1% | -65.2% | +41.1% | -24.2% |
| 3M | -12.8% | -94.6% | +81.8% | -13.2% |
| 6M | -10.9% | -96.2% | +85.4% | -11.0% |
| YTD | -29.3% | -99.6% | +70.3% | -29.9% |
| 1Y | -26.9% | -99.7% | +72.8% | -27.5% |
| All | +40.0% | -100.0% | +140.0% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling