+118.9%
EOG vs NUE
+599.8%
-481.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -0.8% |
| 7D | +1.5% | -0.6% | +2.1% | +1.8% |
| 30D | +2.9% | -4.6% | +7.5% | +4.8% |
| 3M | +8.7% | -0.3% | +9.1% | +7.7% |
| 6M | +12.9% | +51.9% | -39.0% | -9.3% |
| YTD | +43.8% | +60.0% | -16.2% | +12.3% |
| 1Y | +27.1% | +82.9% | -55.8% | -7.6% |
| 3Y | +25.9% | +66.0% | -40.1% | -9.0% |
| 5Y | +177.9% | +149.0% | +29.0% | +42.1% |
| All | +118.9% | +599.8% | -481.0% | -45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling