+21.3%
NOK vs NUE
+86.4%
-65.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.7% |
| 7D | -10.4% | -1.4% | -9.0% | -9.9% |
| 30D | -19.0% | +6.6% | -25.6% | -20.9% |
| 3M | -16.7% | -2.0% | -14.7% | -15.9% |
| 6M | -37.1% | +19.2% | -56.4% | -40.5% |
| YTD | +27.7% | +65.6% | -37.9% | +10.7% |
| 1Y | +21.3% | +87.8% | -66.6% | -3.1% |
| All | +21.3% | +86.4% | -65.1% | -3.1% |
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