+103.3%
NU vs DLR
+58.6%
+44.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -2.1% |
| 7D | -2.6% | +2.9% | -5.5% | -3.9% |
| 30D | +8.2% | -1.2% | +9.4% | +8.8% |
| 3M | +26.3% | +2.9% | +23.3% | +23.8% |
| 6M | +2.2% | +6.7% | -4.4% | -1.3% |
| YTD | -10.4% | +23.9% | -34.3% | -19.5% |
| 1Y | -3.0% | +18.6% | -21.6% | -11.4% |
| All | +103.3% | +58.6% | +44.6% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling