-49.7%
NRG vs NUE
+86.4%
-136.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -2.1% | -11.5% | -13.2% |
| 7D | -13.7% | -1.4% | -12.3% | -13.5% |
| 30D | -13.6% | +6.6% | -20.1% | -14.2% |
| 3M | -28.5% | -2.0% | -26.5% | -28.4% |
| 6M | -45.8% | +19.2% | -65.0% | -48.5% |
| YTD | -46.9% | +65.6% | -112.6% | -56.7% |
| 1Y | -49.7% | +87.8% | -137.6% | -62.6% |
| All | -49.7% | +86.4% | -136.1% | -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 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