+99.6%
DE vs NUE
+146.6%
-47.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | -2.6% | -0.6% | -1.9% | -2.4% |
| 30D | +9.0% | -4.6% | +13.6% | +10.6% |
| 3M | +19.1% | -0.3% | +19.5% | +18.8% |
| 6M | +14.4% | +51.9% | -37.5% | -1.1% |
| YTD | +45.9% | +60.0% | -14.0% | +23.9% |
| 1Y | +43.6% | +82.9% | -39.3% | +16.1% |
| 3Y | +75.9% | +66.0% | +9.9% | +42.2% |
| All | +99.6% | +146.6% | -47.0% | +35.6% |
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 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