+161.4%
JPM vs NUE
+59.2%
+102.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -2.3% | -2.7% | +0.3% | -1.5% |
| 30D | -2.3% | -6.1% | +3.7% | -0.6% |
| 3M | +14.9% | +2.2% | +12.6% | +13.7% |
| 6M | +23.6% | +50.8% | -27.1% | +7.9% |
| YTD | +11.3% | +57.5% | -46.3% | -4.4% |
| 1Y | +19.9% | +82.5% | -62.6% | -2.0% |
| All | +161.4% | +59.2% | +102.2% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling