-5.9%
JD vs NUE
+70.9%
-76.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +1.6% |
| 7D | -4.1% | +2.8% | -6.9% | -4.2% |
| 30D | +4.6% | -2.1% | +6.7% | +4.4% |
| 3M | -4.7% | -7.3% | +2.6% | -4.4% |
| 6M | -17.4% | +8.9% | -26.2% | -19.1% |
| YTD | +0.7% | +55.6% | -54.9% | -10.6% |
| 1Y | -5.9% | +74.7% | -80.5% | -17.6% |
| All | -5.9% | +70.9% | -76.8% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling