+189.8%
NOC vs NUE
+599.8%
-410.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | +0.8% | -0.6% | +1.4% | +0.9% |
| 30D | -9.7% | -4.6% | -5.1% | -9.1% |
| 3M | -5.6% | -0.3% | -5.3% | -5.9% |
| 6M | -28.6% | +51.9% | -80.5% | -34.2% |
| YTD | -7.9% | +60.0% | -67.9% | -16.0% |
| 1Y | -9.5% | +82.9% | -92.4% | -19.7% |
| 3Y | +28.4% | +66.0% | -37.6% | +13.5% |
| 5Y | +59.0% | +149.0% | -90.0% | +21.8% |
| All | +189.8% | +599.8% | -410.0% | +46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling