-28.3%
BABA vs NUE
+123.1%
-151.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +11.6% | -10.6% | +22.2% | +14.9% |
| 30D | +2.3% | -0.6% | +2.9% | +2.1% |
| 3M | -13.7% | -9.7% | -4.0% | -11.8% |
| 6M | -21.9% | +5.1% | -27.0% | -24.2% |
| YTD | -24.6% | +51.4% | -76.1% | -34.8% |
| 1Y | -34.1% | +71.3% | -105.4% | -45.1% |
| 3Y | +36.3% | +66.8% | -30.6% | +10.2% |
| All | -28.3% | +123.1% | -151.4% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling