+115.1%
NOK vs NUE
+146.6%
-31.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.4% |
| 7D | +11.0% | -0.6% | +11.6% | +11.1% |
| 30D | +7.8% | -4.6% | +12.4% | +9.1% |
| 3M | -21.0% | -0.3% | -20.7% | -21.2% |
| 6M | +40.9% | +51.9% | -11.0% | +26.4% |
| YTD | +72.0% | +60.0% | +12.0% | +52.1% |
| 1Y | +140.9% | +82.9% | +58.0% | +105.9% |
| 3Y | +194.3% | +66.0% | +128.3% | +150.1% |
| All | +115.1% | +146.6% | -31.5% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling