+1,700.7%
NOK vs NUE
+2,996.9%
-1,296.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +9.3% | -2.3% | +11.6% | +10.2% |
| 30D | +17.9% | -6.1% | +23.9% | +20.3% |
| 3M | -22.3% | +1.7% | -24.0% | -23.3% |
| 6M | +36.4% | +53.1% | -16.7% | +16.5% |
| YTD | +66.3% | +59.0% | +7.3% | +39.7% |
| 1Y | +134.4% | +85.3% | +49.1% | +86.0% |
| 3Y | +186.6% | +63.2% | +123.4% | +128.0% |
| 5Y | +102.7% | +146.8% | -44.1% | +30.8% |
| 10Y | +129.8% | +584.3% | -454.5% | -7.6% |
| All | +1,700.7% | +2,996.9% | -1,296.2% | +245.1% |
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 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