+114.2%
DAL vs NUE
+134.6%
-20.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.5% | +4.5% |
| 7D | +10.0% | -10.2% | +20.3% | +15.1% |
| 30D | +12.0% | -0.4% | +12.5% | +12.0% |
| 3M | +0.8% | -8.4% | +9.1% | +3.9% |
| 6M | +26.2% | +10.1% | +16.1% | +19.6% |
| YTD | +33.7% | +54.1% | -20.4% | +8.7% |
| 1Y | +57.6% | +74.7% | -17.2% | +21.2% |
| 3Y | +183.5% | +72.0% | +111.5% | +109.8% |
| 5Y | +114.2% | +136.4% | -22.2% | +38.1% |
| All | +114.2% | +134.6% | -20.4% | +38.1% |
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 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