-10.1%
DIS vs NUE
+82.6%
-92.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -2.6% | +4.2% | -6.8% | -3.0% |
| 30D | +3.5% | -5.0% | +8.5% | +4.1% |
| 3M | +6.8% | -0.2% | +7.0% | +6.6% |
| 6M | +3.0% | +49.1% | -46.2% | -5.8% |
| YTD | -6.7% | +61.0% | -67.7% | -15.8% |
| 1Y | -10.1% | +82.5% | -92.6% | -21.9% |
| All | -10.1% | +82.6% | -92.7% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling