+15.3%
ADP vs NUE
+59.8%
-44.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.3% |
| 7D | -5.5% | +1.8% | -7.3% | -5.6% |
| 30D | -1.2% | -6.0% | +4.7% | -0.7% |
| 3M | +17.9% | +1.4% | +16.4% | +17.4% |
| 6M | +20.3% | +52.8% | -32.5% | +13.8% |
| YTD | +5.8% | +58.1% | -52.3% | -0.7% |
| 1Y | -7.7% | +80.4% | -88.1% | -15.3% |
| All | +15.3% | +59.8% | -44.5% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling