+27.0%
NFLX vs NUE
+142.4%
-115.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -8.1% | -2.7% | -5.4% | -7.4% |
| 30D | +1.6% | -6.1% | +7.7% | +3.0% |
| 3M | -7.3% | +2.2% | -9.5% | -8.3% |
| 6M | -21.6% | +50.8% | -72.4% | -30.4% |
| YTD | -18.9% | +57.5% | -76.5% | -29.2% |
| 1Y | -39.1% | +82.5% | -121.5% | -49.2% |
| 3Y | +71.7% | +61.7% | +10.0% | +42.4% |
| 5Y | +27.0% | +145.1% | -118.2% | -14.2% |
| All | +27.0% | +142.4% | -115.5% | -14.2% |
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