-9.5%
NOC vs NUE
+85.4%
-95.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | +0.8% | -0.6% | +1.4% | +0.8% |
| 30D | -9.7% | -4.6% | -5.1% | -9.3% |
| 3M | -5.6% | -0.3% | -5.3% | -5.8% |
| 6M | -28.6% | +51.9% | -80.5% | -32.1% |
| YTD | -7.9% | +60.0% | -67.9% | -13.6% |
| 1Y | -9.5% | +82.9% | -92.4% | -16.6% |
| All | -9.5% | +85.4% | -95.0% | -16.6% |
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 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