+41.5%
NU vs DTE
+35.3%
+6.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.4% |
| 7D | -4.9% | -2.6% | -2.3% | -4.3% |
| 30D | +7.8% | -4.4% | +12.2% | +8.9% |
| 3M | +20.9% | -8.3% | +29.3% | +23.1% |
| 6M | +0.9% | -8.1% | +9.0% | +2.6% |
| YTD | -12.7% | +4.4% | -17.1% | -14.1% |
| 1Y | -6.4% | +0.2% | -6.6% | -6.9% |
| 3Y | +98.1% | +42.6% | +55.5% | +74.4% |
| All | +41.5% | +35.3% | +6.2% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling