+45.4%
NU vs DGX
+58.5%
-13.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +0.6% |
| 7D | -4.2% | -3.5% | -0.8% | -3.3% |
| 30D | +10.0% | -2.7% | +12.7% | +10.9% |
| 3M | +29.3% | +13.9% | +15.4% | +24.4% |
| 6M | +0.9% | +16.0% | -15.1% | -3.5% |
| YTD | -10.3% | +34.9% | -45.2% | -18.9% |
| 1Y | -3.2% | +30.6% | -33.7% | -11.5% |
| 3Y | +120.6% | +93.0% | +27.6% | +67.9% |
| All | +45.4% | +58.5% | -13.1% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 all: compounded portfolio wealth divided by compounded DGX 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…
all analysis · Full analysis span regression · 6 months rolling