+166.2%
EOG vs NUE
+146.6%
+19.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -0.5% |
| 7D | +1.5% | -0.6% | +2.1% | +1.6% |
| 30D | +2.9% | -4.6% | +7.5% | +4.0% |
| 3M | +8.7% | -0.3% | +9.1% | +8.2% |
| 6M | +12.9% | +51.9% | -39.0% | -0.7% |
| YTD | +43.8% | +60.0% | -16.2% | +24.4% |
| 1Y | +27.1% | +82.9% | -55.8% | +5.4% |
| 3Y | +25.9% | +66.0% | -40.1% | +4.0% |
| All | +166.2% | +146.6% | +19.7% | +90.1% |
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