-9.7%
NOC vs NUE
+82.6%
-92.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | -5.2% | +4.2% | -9.4% | -5.6% |
| 30D | -7.2% | -5.0% | -2.2% | -6.8% |
| 3M | -5.1% | -0.2% | -4.9% | -5.3% |
| 6M | -31.1% | +49.1% | -80.2% | -34.4% |
| YTD | -8.6% | +61.0% | -69.6% | -14.6% |
| 1Y | -9.7% | +82.5% | -92.3% | -17.2% |
| All | -9.7% | +82.6% | -92.3% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling