-41.5%
DIS vs NUE
+142.0%
-183.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.2% |
| 7D | -1.1% | +1.8% | -2.9% | -1.6% |
| 30D | +0.1% | -6.0% | +6.1% | +1.5% |
| 3M | +7.1% | +1.4% | +5.6% | +6.0% |
| 6M | +4.3% | +52.8% | -48.6% | -8.1% |
| YTD | -6.9% | +58.1% | -65.1% | -18.9% |
| 1Y | -10.3% | +80.4% | -90.7% | -24.9% |
| 3Y | +32.8% | +62.3% | -29.5% | +10.3% |
| 5Y | -41.5% | +146.2% | -187.7% | -58.4% |
| All | -41.5% | +142.0% | -183.5% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling