+98.1%
NU vs DT
+7.2%
+90.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | -4.9% | -1.6% | -3.3% | -4.5% |
| 30D | +7.8% | +3.0% | +4.8% | +6.6% |
| 3M | +20.9% | +26.5% | -5.6% | +12.0% |
| 6M | +0.9% | +35.9% | -35.0% | -9.9% |
| YTD | -12.7% | +17.8% | -30.5% | -17.9% |
| 1Y | -6.4% | +4.1% | -10.5% | -7.4% |
| 3Y | +98.1% | +5.3% | +92.8% | +93.6% |
| All | +98.1% | +7.2% | +90.9% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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