+48.8%
NU vs DRI
+69.1%
-20.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.7% |
| 7D | +7.5% | +0.6% | +6.9% | +7.1% |
| 30D | +6.1% | +3.8% | +2.3% | +3.5% |
| 3M | +26.8% | +13.0% | +13.8% | +16.6% |
| 6M | +2.5% | +8.3% | -5.8% | -3.8% |
| YTD | -8.2% | +20.6% | -28.8% | -21.0% |
| 1Y | +3.4% | +6.5% | -3.1% | -3.8% |
| 3Y | +116.2% | +53.7% | +62.5% | +39.3% |
| All | +48.8% | +69.1% | -20.3% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling