-5.3%
ADP vs NUE
+82.6%
-87.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | -3.4% | +4.2% | -7.6% | -3.0% |
| 30D | +2.8% | -5.0% | +7.8% | +2.5% |
| 3M | +20.9% | -0.2% | +21.1% | +21.0% |
| 6M | +29.9% | +49.1% | -19.3% | +32.9% |
| YTD | +9.6% | +61.0% | -51.4% | +12.3% |
| 1Y | -5.3% | +82.5% | -87.8% | -3.6% |
| All | -5.3% | +82.6% | -87.9% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 1y: compounded portfolio wealth divided by compounded NUE 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…
1y analysis · Full analysis span regression · 6 months rolling