+28.0%
NU vs DLR
+26.8%
+1.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.9% | +13.6% | +12.7% |
| 7D | +9.9% | +3.3% | +6.6% | +7.8% |
| 30D | -11.5% | +4.6% | -16.0% | -13.9% |
| 3M | -5.1% | -8.3% | +3.2% | -1.1% |
| 6M | +3.1% | -5.6% | +8.7% | +5.1% |
| YTD | -21.0% | +18.7% | -39.7% | -29.2% |
| 1Y | -15.2% | +17.1% | -32.3% | -23.6% |
| 3Y | +56.4% | +54.4% | +2.1% | +17.5% |
| All | +28.0% | +26.8% | +1.2% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling