+19.8%
DDOG vs NUE
+86.4%
-66.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.1% | -12.4% | -14.7% |
| 7D | -32.2% | -1.4% | -30.8% | -32.3% |
| 30D | -31.7% | +6.6% | -38.3% | -30.9% |
| 3M | -34.5% | -2.0% | -32.5% | -34.8% |
| 6M | +28.7% | +19.2% | +9.4% | +38.1% |
| YTD | +38.8% | +65.6% | -26.8% | +56.0% |
| 1Y | +19.8% | +87.8% | -68.0% | +46.9% |
| All | +19.8% | +86.4% | -66.6% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling