-61.6%
JD vs NUE
+147.3%
-208.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.0% | -2.6% |
| 7D | -3.0% | -2.3% | -0.7% | -2.3% |
| 30D | -19.3% | -6.1% | -13.2% | -18.0% |
| 3M | -6.0% | +1.7% | -7.7% | -7.1% |
| 6M | +1.8% | +53.1% | -51.3% | -11.4% |
| YTD | -2.6% | +59.0% | -61.6% | -16.4% |
| 1Y | -17.4% | +85.3% | -102.8% | -32.6% |
| 3Y | -8.6% | +63.2% | -71.8% | -24.9% |
| 5Y | -61.6% | +146.8% | -208.4% | -72.4% |
| All | -61.6% | +147.3% | -208.9% | -72.4% |
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