+48.8%
NU vs DLR
+31.8%
+17.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | +7.5% | +1.6% | +5.9% | +6.6% |
| 30D | +6.1% | -3.4% | +9.5% | +8.1% |
| 3M | +26.8% | +0.5% | +26.3% | +25.4% |
| 6M | +2.5% | +4.6% | -2.1% | -0.7% |
| YTD | -8.2% | +23.4% | -31.6% | -19.0% |
| 1Y | +3.4% | +19.0% | -15.7% | -7.6% |
| 3Y | +116.2% | +56.5% | +59.6% | +61.6% |
| All | +48.8% | +31.8% | +17.0% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling