-37.5%
BABA vs NUE
+79.2%
-116.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -2.8% |
| 7D | +2.4% | -6.2% | +8.6% | +3.1% |
| 30D | -7.8% | +2.5% | -10.2% | -8.4% |
| 3M | -22.4% | -6.4% | -16.0% | -21.7% |
| 6M | -26.0% | +13.3% | -39.3% | -29.5% |
| YTD | -29.3% | +58.5% | -87.8% | -42.9% |
| 1Y | -37.5% | +81.9% | -119.4% | -48.4% |
| All | -37.5% | +79.2% | -116.7% | -48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling