+48.8%
NU vs DT
-19.8%
+68.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.1% |
| 7D | +7.5% | -3.3% | +10.8% | +9.2% |
| 30D | +6.1% | +2.0% | +4.1% | +4.3% |
| 3M | +26.8% | +20.0% | +6.8% | +13.0% |
| 6M | +2.5% | +39.3% | -36.8% | -18.9% |
| YTD | -8.2% | +19.8% | -27.9% | -21.2% |
| 1Y | +3.4% | +4.3% | -0.9% | -4.0% |
| 3Y | +116.2% | +7.7% | +108.5% | +87.7% |
| All | +48.8% | -19.8% | +68.6% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling