+275.2%
ADP vs NUE
+589.1%
-313.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -5.7% | -2.7% | -3.0% | -5.0% |
| 30D | -1.4% | -6.1% | +4.7% | +0.1% |
| 3M | +16.6% | +2.2% | +14.3% | +15.1% |
| 6M | +24.9% | +50.8% | -25.8% | +10.1% |
| YTD | +5.6% | +57.5% | -52.0% | -8.5% |
| 1Y | -6.0% | +82.5% | -88.5% | -22.4% |
| 3Y | +14.5% | +61.7% | -47.2% | -5.3% |
| 5Y | +47.9% | +145.1% | -97.3% | +0.3% |
| All | +275.2% | +589.1% | -313.9% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling