We rebuid every deal's DCF, score each investment on normalized risk dimensions, and standardize risk-adjusted returns across your portfolio
How do you compare an oil royalty deal against a software growth investment against a real estate bridge loan? Today, you can't — each uses different metrics, assumptions, and risk factors.
Sponsor DCF models are built to sell deals, not stress-test them. Revenue growth rates, exit multiples, and cost assumptions often reflect best-case scenarios — not verified economic reality.
Platforms like Aladdin and Addepar tell you what you own. They don't tell you whether you should make the next investment — or how it compares to alternatives.
We ingest an investment, build its cashflow profile based on primitives, and run Monte Carlo simulations to give you a deep understanding of its standalone risk-reward profile.
We do the same for all the investments you're considering and give you a framework to normalize risk units according to your preferences, so you can compare risk-adjusted returns.
So then what? We help you contextualize risk-reward profiles based on how they fit in your portfolio and how they impact cross-correlations, diversification, and risk exposures.
We ingest an investment, build its cashflow profile based on primitives, and run Monte Carlo simulations to give you a deep understanding of its standalone risk-reward profile.
We do the same for all the investments you're considering and give you a framework to normalize risk units according to your preferences, so you can compare risk-adjusted returns.
So then what? We help you contextualize risk-reward profiles based on how they fit in your portfolio and how they impact cross-correlations, diversification, and risk exposures.
Sixth Street Partners built a $115 billion firm by 'unitizing risk' — evaluating every investment, regardless of asset class, on a standardized risk-adjusted basis. DealDx brings this institutional framework to family offices and advisors through software.
The Normalized Risk Unit is a composite score from 0.1 (Treasury-like safety) to 1.0 (venture equity-like risk) derived from five measurable dimensions. When you divide expected return by NRU, you get a single number that makes any investment comparable to any other.
Despite the lowest headline IRR, Deal C offers the best risk-adjusted opportunity
You can personalize your risk profile by adjusting weights and parameters for each risk dimension
Where you sit in the capital stack — attachment points, LTV, covenant protection, payment priority, and lien position.
We rebuild sponsor models using verified economic primitives — actual demand curves, commodity forwards, labor cost trajectories — then run Monte Carlo simulations to reveal true cash flow risk.
Systematic stress testing: interest rate shocks, commodity price swings, FX exposure, regulatory risk, and cycle positioning.
How trapped is your capital? Lock-up periods, exit pathway clarity, buyer universe depth, and forced-sale discount analysis.
How much do we trust the numbers? Percentage of assumptions backed by verified data vs. sponsor projections, historical calibration, and comparable deal availability.
We re-build a deal's DCF using verified primitives to stress-test and show you how it would perform under different scenarios (e.g., the GFC period)
Excellent - royalty interest, no leverage
Moderate - commodity exposure
Elevated - oil price dependent
Good - 5-year term, secondary market
Strong - verified depletion curves
Sponsor assumes $78/bbl WTI average. Our stress test shows breakeven at $52/bbl — 33% cushion.
Depletion curve verified against 847 comparable Permian wells. Sponsor assumptions align within 8%.
Exit assumptions aggressive — sponsor projects 6.5x; comparable exits average 5.1x. Adjusting IRR to 14.8%.
| Scenario | Probability | IRR | Multiple |
|---|---|---|---|
| Base Case | 50% | 16.2% | 1.8x |
| Upside (Oil $90+) | 20% | 22.4% | 2.2x |
| Downside (Oil $55) | 25% | 9.8% | 1.4x |
| Stress (Oil $45) | 5% | 3.2% | 1.1x |
Which opportunity deserves your next $5M allocation?
| Metric | Permian Basin Royalty Energy | Apex Software Tech Growth | Harbor Bridge Loan RE Credit |
|---|---|---|---|
| Sponsor IRR | 16.2% | 24.5% | 11.8% |
| DealDx Adjusted IRR | 14.8% | 21.2% | 11.5% |
| NRU Score | 0.52 | 0.88 | 0.38 |
| Return/NRU | 28.5 | 24.1 | 30.3 |
| Downside Scenario | +3.2% | -8.5% | +6.2% |
| Correlation to Portfolio | Low | High | Low |
| Recommendation | Strong | Moderate | Strong |
Bottom line: Despite the lowest headline IRR, Harbor Bridge Loan III offers the best risk-adjusted return and lowest correlation to your existing tech-heavy portfolio. Adding this deal would reduce portfolio NRU by 0.03 while maintaining target returns.
See how adding each deal changes your portfolio
If you add Permian Basin Royalty ($5M):
Lower is better - improved risk profile
What's the impact on overall correlation
Your new portfolio return / NRU
Upload the sponsor's deck, financial model, and deal documents. Our system extracts key assumptions automatically.
We rebuild the DCF using our verified primitives library — real demand curves, commodity forwards, and economic models — not sponsor assumptions.
Monte Carlo simulation across 1,000+ scenarios. Interest rate shocks, commodity swings, recession scenarios. See the full distribution of outcomes.
Get your NRU score, Return/NRU ranking, and see exactly how this deal compares to every alternative — and to your existing portfolio.
Sponsor models fail because they use made-up assumptions. We replace them with verified economic primitives — empirically validated models for how the real world actually works.
Calibrated against 50,000+ wells by basin, formation, and completion type
Net revenue retention curves based on 2,000+ software companies by segment
30-year historical cap rate data by market, property type, and rate environment
BLS-verified wage growth by metro, industry, and skill level
Live integration with CME, ICE, and NYMEX forward markets
Default and recovery data across 15 years of private credit vintages
Compare every opportunity that crosses your desk — from your advisor's private credit fund to your neighbor's startup — on equal footing.
Bring institutional-quality due diligence to client conversations. Document your analysis. Justify your recommendations.
Show co-investors and family offices that your deal has been stress-tested against verified assumptions — not just your projections.
| Capability | Excel / Manual | Aladdin / Addepar | DealDx |
|---|---|---|---|
| Evaluate incoming deals | Ad hoc | Not designed | Core purpose |
| Stress-test sponsor assumptions | If you build it | No | Automated |
| Compare across asset classes | No standard | No standard | NRU Framework |
| Verified economic primitives | No | No | 50K+ data points |
| Portfolio fit analysis | Manual | Yes | Yes |
| Decision support | No | Reporting only | Recommendations |