+1,414.8%
BP vs NUE
+14,124.9%
-12,710.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.3% | +1.9% |
| 7D | +3.8% | +2.8% | +1.0% | +2.9% |
| 30D | -5.3% | -2.1% | -3.2% | -5.0% |
| 3M | +9.3% | -7.3% | +16.6% | +11.0% |
| 6M | +7.2% | +8.9% | -1.6% | +3.2% |
| YTD | +38.0% | +55.6% | -17.6% | +18.9% |
| 1Y | +33.2% | +74.7% | -41.5% | +10.8% |
| 3Y | +50.3% | +71.7% | -21.4% | +21.9% |
| 5Y | +114.1% | +141.2% | -27.1% | +49.9% |
| 10Y | +140.7% | +429.6% | -288.9% | +28.6% |
| All | +1,414.8% | +14,124.9% | -12,710.1% | +374.6% |
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