+4,404.4%
DELL vs NUE
+599.8%
+3,804.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.6% | +10.4% | +11.3% |
| 7D | +8.2% | -0.6% | +8.9% | +8.6% |
| 30D | +17.1% | -4.6% | +21.6% | +19.7% |
| 3M | +45.2% | -0.3% | +45.5% | +44.8% |
| 6M | +286.8% | +51.9% | +234.9% | +224.0% |
| YTD | +354.8% | +60.0% | +294.8% | +272.7% |
| 1Y | +358.3% | +82.9% | +275.4% | +254.1% |
| 3Y | +724.9% | +66.0% | +658.9% | +544.1% |
| 5Y | +1,193.7% | +149.0% | +1,044.7% | +715.5% |
| All | +4,404.4% | +599.8% | +3,804.6% | +1,643.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling