+103.3%
NU vs DG
+4.6%
+98.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -2.1% |
| 7D | -2.6% | -4.8% | +2.2% | -2.5% |
| 30D | +8.2% | +1.8% | +6.5% | +8.2% |
| 3M | +26.3% | +14.5% | +11.8% | +25.8% |
| 6M | +2.2% | -13.6% | +15.8% | +1.8% |
| YTD | -10.4% | -4.8% | -5.5% | -10.7% |
| 1Y | -3.0% | +21.6% | -24.5% | -3.3% |
| All | +103.3% | +4.6% | +98.6% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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