+1,115.2%
DIA vs NUE
+4,387.7%
-3,272.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | +0.1% | +1.8% | -1.7% | -0.5% |
| 30D | -2.1% | -6.0% | +3.9% | -0.5% |
| 3M | +4.2% | +1.4% | +2.7% | +3.2% |
| 6M | +11.9% | +52.8% | -40.9% | -1.7% |
| YTD | +10.8% | +58.1% | -47.3% | -3.8% |
| 1Y | +17.5% | +80.4% | -62.9% | -2.2% |
| 3Y | +59.9% | +62.3% | -2.3% | +33.4% |
| 5Y | +64.1% | +146.2% | -82.1% | +15.6% |
| 10Y | +246.2% | +549.5% | -303.3% | +72.6% |
| All | +1,115.2% | +4,387.7% | -3,272.6% | +182.7% |
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