+40.3%
BP vs NUE
+59.2%
-18.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | +5.7% | -2.7% | +8.4% | +6.3% |
| 30D | +8.1% | -6.1% | +14.1% | +9.3% |
| 3M | +8.6% | +2.2% | +6.4% | +7.5% |
| 6M | +18.1% | +50.8% | -32.6% | +6.6% |
| YTD | +37.6% | +57.5% | -19.9% | +22.8% |
| 1Y | +39.4% | +82.5% | -43.1% | +19.8% |
| All | +40.3% | +59.2% | -18.9% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling