+5,871.1%
NKE vs NUE
+14,301.5%
-8,430.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.7% |
| 7D | -5.5% | -2.7% | -2.9% | -4.9% |
| 30D | -10.4% | -6.1% | -4.4% | -9.1% |
| 3M | -15.8% | +2.2% | -18.0% | -16.9% |
| 6M | -33.4% | +50.8% | -84.2% | -41.1% |
| YTD | -41.0% | +57.5% | -98.5% | -48.5% |
| 1Y | -49.1% | +82.5% | -131.5% | -57.4% |
| 3Y | -59.8% | +61.7% | -121.5% | -66.1% |
| 5Y | -75.5% | +145.1% | -220.6% | -82.0% |
| 10Y | -23.5% | +577.8% | -601.3% | -59.3% |
| All | +5,871.1% | +14,301.5% | -8,430.4% | +876.6% |
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