+11,062.6%
JPM vs NUE
+14,439.6%
-3,377.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.1% |
| 7D | -0.4% | -2.3% | +1.9% | +0.5% |
| 30D | -1.4% | -6.1% | +4.7% | +0.9% |
| 3M | +13.9% | +1.7% | +12.3% | +12.5% |
| 6M | +23.5% | +53.1% | -29.6% | +3.0% |
| YTD | +11.6% | +59.0% | -47.4% | -8.6% |
| 1Y | +21.4% | +85.3% | -64.0% | -7.1% |
| 3Y | +163.4% | +63.2% | +100.2% | +104.7% |
| 5Y | +152.5% | +146.8% | +5.7% | +55.1% |
| 10Y | +592.1% | +584.3% | +7.8% | +166.7% |
| All | +11,062.6% | +14,439.6% | -3,377.0% | +1,425.8% |
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