-26.7%
DT vs NUE
+142.4%
-169.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.9% |
| 7D | -2.5% | -2.7% | +0.1% | -1.9% |
| 30D | +3.5% | -6.1% | +9.6% | +4.9% |
| 3M | +26.7% | +2.2% | +24.5% | +25.2% |
| 6M | +36.1% | +50.8% | -14.6% | +20.5% |
| YTD | +18.6% | +57.5% | -38.9% | +3.1% |
| 1Y | +7.9% | +82.5% | -74.6% | -10.7% |
| 3Y | +8.6% | +61.7% | -53.1% | -10.1% |
| 5Y | -26.7% | +145.1% | -171.8% | -46.8% |
| All | -26.7% | +142.4% | -169.1% | -46.8% |
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