+2,523.6%
DUK vs NUE
+14,525.3%
-12,001.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.2% |
| 7D | -0.7% | -0.6% | 0.0% | -0.6% |
| 30D | -2.4% | -4.6% | +2.1% | -1.9% |
| 3M | -3.0% | -0.3% | -2.7% | -3.2% |
| 6M | -6.6% | +51.9% | -58.4% | -12.3% |
| YTD | +4.6% | +60.0% | -55.4% | -2.7% |
| 1Y | +1.2% | +82.9% | -81.7% | -7.8% |
| 3Y | +45.7% | +66.0% | -20.3% | +32.1% |
| 5Y | +40.3% | +149.0% | -108.6% | +16.4% |
| 10Y | +129.9% | +588.3% | -458.4% | +56.0% |
| All | +2,523.6% | +14,525.3% | -12,001.7% | +866.6% |
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