+54.3%
JD vs NUE
+577.4%
-523.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -1.7% | +4.2% | -5.9% | -3.0% |
| 30D | -13.2% | -5.0% | -8.2% | -12.0% |
| 3M | -3.2% | -0.2% | -3.0% | -3.8% |
| 6M | +15.2% | +49.1% | -33.9% | +0.1% |
| YTD | +2.0% | +61.0% | -59.0% | -13.7% |
| 1Y | -5.4% | +82.5% | -87.9% | -23.5% |
| 3Y | -9.1% | +57.9% | -67.0% | -25.3% |
| 5Y | -59.6% | +146.6% | -206.2% | -72.5% |
| 10Y | +26.2% | +561.6% | -535.4% | -44.5% |
| All | +54.3% | +577.4% | -523.1% | -32.9% |
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 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