+45.2%
NU vs DVA
+75.3%
-30.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.4% |
| 7D | -2.6% | +2.0% | -4.6% | -2.8% |
| 30D | +8.2% | -0.4% | +8.6% | +8.3% |
| 3M | +26.3% | -7.7% | +33.9% | +26.9% |
| 6M | +2.2% | +20.0% | -17.7% | -1.2% |
| YTD | -10.4% | +61.1% | -71.5% | -17.8% |
| 1Y | -3.0% | +33.9% | -36.8% | -8.3% |
| 3Y | +120.3% | +91.5% | +28.7% | +94.0% |
| All | +45.2% | +75.3% | -30.1% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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