-37.1%
DOW vs NUE
+146.6%
-183.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.6% | -2.7% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | -3.9% | -4.6% | +0.6% | -2.5% |
| 3M | -12.7% | -0.3% | -12.4% | -13.3% |
| 6M | -13.7% | +51.9% | -65.6% | -28.5% |
| YTD | +28.4% | +60.0% | -31.6% | +4.2% |
| 1Y | +21.8% | +82.9% | -61.1% | -6.6% |
| 3Y | -35.7% | +66.0% | -101.7% | -50.5% |
| All | -37.1% | +146.6% | -183.7% | -59.8% |
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