+103.3%
NU vs DRI
+54.1%
+49.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.8% |
| 7D | -2.6% | -4.8% | +2.2% | -1.4% |
| 30D | +8.2% | -3.9% | +12.1% | +9.2% |
| 3M | +26.3% | +5.1% | +21.2% | +24.4% |
| 6M | +2.2% | +5.5% | -3.3% | +0.5% |
| YTD | -10.4% | +16.5% | -26.9% | -15.0% |
| 1Y | -3.0% | +2.0% | -5.0% | -4.3% |
| All | +103.3% | +54.1% | +49.1% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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