-74.7%
NKE vs NUE
+146.6%
-221.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | -4.2% | -0.6% | -3.5% | -4.0% |
| 30D | -8.2% | -4.6% | -3.6% | -7.2% |
| 3M | -19.1% | -0.3% | -18.8% | -19.6% |
| 6M | -32.6% | +51.9% | -84.5% | -41.4% |
| YTD | -40.7% | +60.0% | -100.7% | -49.4% |
| 1Y | -48.9% | +82.9% | -131.8% | -58.3% |
| 3Y | -59.2% | +66.0% | -125.2% | -67.0% |
| All | -74.7% | +146.6% | -221.3% | -82.2% |
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