+12,165.0%
ADP vs NUE
+14,124.9%
-1,960.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.1% | +1.5% |
| 7D | +2.2% | +2.8% | -0.6% | +1.5% |
| 30D | +10.6% | -2.1% | +12.7% | +10.8% |
| 3M | +12.9% | -7.3% | +20.2% | +14.2% |
| 6M | +50.6% | +8.9% | +41.8% | +46.0% |
| YTD | +23.2% | +55.6% | -32.4% | +9.0% |
| 1Y | +25.3% | +74.7% | -49.4% | +7.7% |
| 3Y | +47.1% | +71.7% | -24.5% | +23.4% |
| 5Y | +50.1% | +141.2% | -91.2% | +12.2% |
| 10Y | +323.6% | +429.6% | -105.9% | +149.8% |
| All | +12,165.0% | +14,124.9% | -1,960.0% | +2,616.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling