+22.7%
DIS vs NUE
+589.1%
-566.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -1.3% | -2.7% | +1.4% | -0.4% |
| 30D | +2.2% | -6.1% | +8.3% | +4.0% |
| 3M | +8.1% | +2.2% | +5.9% | +6.5% |
| 6M | +5.2% | +50.8% | -45.5% | -9.3% |
| YTD | -6.3% | +57.5% | -63.8% | -20.6% |
| 1Y | -7.3% | +82.5% | -89.8% | -25.6% |
| 3Y | +33.8% | +61.7% | -27.9% | +7.5% |
| 5Y | -40.7% | +145.1% | -185.9% | -61.2% |
| All | +22.7% | +589.1% | -566.5% | -50.5% |
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