+98.1%
NU vs DTE
+43.4%
+54.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | -4.9% | -2.6% | -2.3% | -4.6% |
| 30D | +7.8% | -4.4% | +12.2% | +8.3% |
| 3M | +20.9% | -8.3% | +29.3% | +21.8% |
| 6M | +0.9% | -8.1% | +9.0% | +1.7% |
| YTD | -12.7% | +4.4% | -17.1% | -13.3% |
| 1Y | -6.4% | +0.2% | -6.6% | -6.5% |
| 3Y | +98.1% | +42.6% | +55.5% | +85.5% |
| All | +98.1% | +43.4% | +54.7% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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