+10,816.5%
ADP vs NUE
+14,617.8%
-3,801.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -3.4% | +4.2% | -7.6% | -4.4% |
| 30D | +2.8% | -5.0% | +7.8% | +3.8% |
| 3M | +20.9% | -0.2% | +21.1% | +20.3% |
| 6M | +29.9% | +49.1% | -19.3% | +16.9% |
| YTD | +9.6% | +61.0% | -51.4% | -3.4% |
| 1Y | -5.3% | +82.5% | -87.8% | -19.3% |
| 3Y | +16.5% | +57.9% | -41.4% | +0.1% |
| 5Y | +49.4% | +146.6% | -97.2% | +11.2% |
| 10Y | +282.2% | +561.6% | -279.4% | +114.8% |
| All | +10,816.5% | +14,617.8% | -3,801.3% | +2,309.6% |
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 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