+41.5%
NU vs DLR
+31.9%
+9.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.6% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | +7.8% | -4.3% | +12.1% | +10.3% |
| 3M | +20.9% | +3.8% | +17.1% | +17.3% |
| 6M | +0.9% | +5.8% | -4.9% | -2.9% |
| YTD | -12.7% | +23.5% | -36.2% | -23.0% |
| 1Y | -6.4% | +11.1% | -17.5% | -12.8% |
| 3Y | +98.1% | +57.9% | +40.2% | +47.2% |
| All | +41.5% | +31.9% | +9.6% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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