+15,879.4%
NOC vs NUE
+14,354.5%
+1,524.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.0% |
| 7D | -2.7% | +1.8% | -4.5% | -3.0% |
| 30D | -8.9% | -6.0% | -2.9% | -7.9% |
| 3M | -3.7% | +1.4% | -5.1% | -4.2% |
| 6M | -30.8% | +52.8% | -83.6% | -36.4% |
| YTD | -7.9% | +58.1% | -66.1% | -16.0% |
| 1Y | -9.4% | +80.4% | -89.8% | -19.5% |
| 3Y | +29.0% | +62.3% | -33.3% | +14.2% |
| 5Y | +56.1% | +146.2% | -90.1% | +23.1% |
| 10Y | +186.3% | +549.5% | -363.2% | +78.9% |
| All | +15,879.4% | +14,354.5% | +1,524.9% | +6,035.8% |
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