+12,023.7%
ADP vs NUE
+14,670.8%
-2,647.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.1% |
| 7D | +0.9% | -2.4% | +3.4% | +1.4% |
| 30D | +11.9% | +3.8% | +8.1% | +10.6% |
| 3M | +13.7% | -3.7% | +17.4% | +14.0% |
| 6M | +46.8% | +13.2% | +33.6% | +41.0% |
| YTD | +21.8% | +61.6% | -39.8% | +6.8% |
| 1Y | +23.5% | +83.6% | -60.1% | +5.0% |
| 3Y | +44.1% | +78.6% | -34.6% | +19.8% |
| 5Y | +49.9% | +148.0% | -98.1% | +11.4% |
| 10Y | +318.8% | +449.9% | -131.1% | +144.8% |
| All | +12,023.7% | +14,670.8% | -2,647.1% | +2,562.5% |
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