-10.9%
DOW vs NUE
+408.6%
-419.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | -6.0% | -2.3% | -3.7% | -4.8% |
| 30D | -2.7% | -6.1% | +3.3% | +0.1% |
| 3M | -10.5% | +1.7% | -12.1% | -12.4% |
| 6M | -12.4% | +53.1% | -65.5% | -32.5% |
| YTD | +30.0% | +59.0% | -29.0% | -2.0% |
| 1Y | +27.8% | +85.3% | -57.5% | -11.8% |
| 3Y | -34.9% | +63.2% | -98.2% | -53.9% |
| 5Y | -35.9% | +146.8% | -182.7% | -68.9% |
| All | -10.9% | +408.6% | -419.5% | -78.4% |
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 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