+110.9%
DT vs NUE
+446.2%
-335.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.6% |
| 7D | -4.9% | +1.8% | -6.6% | -5.4% |
| 30D | +2.7% | -6.0% | +8.6% | +4.2% |
| 3M | +20.0% | +1.4% | +18.5% | +18.6% |
| 6M | +28.0% | +52.8% | -24.8% | +11.7% |
| YTD | +16.0% | +58.1% | -42.1% | -0.4% |
| 1Y | +0.7% | +80.4% | -79.7% | -17.4% |
| 3Y | +6.2% | +62.3% | -56.1% | -12.9% |
| 5Y | -28.1% | +146.2% | -174.3% | -50.0% |
| All | +110.9% | +446.2% | -335.4% | -11.0% |
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