+1,335.7%
BP vs NUE
+14,617.8%
-13,282.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.7% |
| 7D | +3.9% | +4.2% | -0.3% | +2.6% |
| 30D | +7.6% | -5.0% | +12.6% | +9.0% |
| 3M | +0.7% | -0.2% | +0.9% | +0.1% |
| 6M | +15.5% | +49.1% | -33.7% | +1.2% |
| YTD | +30.8% | +61.0% | -30.2% | +12.0% |
| 1Y | +34.3% | +82.5% | -48.2% | +10.2% |
| 3Y | +35.1% | +57.9% | -22.9% | +12.5% |
| 5Y | +126.8% | +146.6% | -19.7% | +57.9% |
| 10Y | +123.4% | +561.6% | -438.2% | +12.3% |
| All | +1,335.7% | +14,617.8% | -13,282.1% | +347.1% |
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