+284.9%
IR vs NUE
+445.2%
-160.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.8% |
| 7D | +0.6% | +1.8% | -1.1% | -0.3% |
| 30D | -13.6% | -6.0% | -7.7% | -11.3% |
| 3M | +3.7% | +1.4% | +2.2% | +2.3% |
| 6M | -13.1% | +52.8% | -65.9% | -29.8% |
| YTD | -5.1% | +58.1% | -63.2% | -24.6% |
| 1Y | -6.5% | +80.4% | -86.9% | -30.6% |
| 3Y | +8.5% | +62.3% | -53.8% | -18.6% |
| 5Y | +43.3% | +146.2% | -102.9% | -20.4% |
| All | +284.9% | +445.2% | -160.3% | +15.3% |
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