+459.9%
DDOG vs NUE
+464.7%
-4.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.9% |
| 7D | -6.1% | +1.8% | -7.9% | -6.6% |
| 30D | -10.1% | -6.0% | -4.2% | -9.0% |
| 3M | -9.3% | +1.4% | -10.7% | -10.0% |
| 6M | +67.2% | +52.8% | +14.3% | +49.3% |
| YTD | +54.6% | +58.1% | -3.5% | +36.2% |
| 1Y | +54.1% | +80.4% | -26.3% | +30.7% |
| 3Y | +115.3% | +62.3% | +53.0% | +81.9% |
| 5Y | +50.6% | +146.2% | -95.6% | +14.8% |
| All | +459.9% | +464.7% | -4.8% | +220.8% |
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