+14,263.1%
DE vs NUE
+14,439.6%
-176.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | -3.0% | -2.3% | -0.7% | -2.1% |
| 30D | +11.1% | -6.1% | +17.2% | +13.8% |
| 3M | +17.6% | +1.7% | +15.9% | +16.2% |
| 6M | +13.6% | +53.1% | -39.5% | -5.4% |
| YTD | +46.3% | +59.0% | -12.8% | +19.7% |
| 1Y | +44.2% | +85.3% | -41.2% | +10.0% |
| 3Y | +76.6% | +63.2% | +13.3% | +36.4% |
| 5Y | +98.2% | +146.8% | -48.6% | +22.2% |
| 10Y | +863.5% | +584.3% | +279.2% | +269.3% |
| All | +14,263.1% | +14,439.6% | -176.5% | +1,590.9% |
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 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