+436.0%
NUE vs ALK
-39.7%
+475.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | -6.2% | +12.9% | -19.2% | -10.3% |
| 30D | +2.5% | +5.5% | -3.1% | -0.1% |
| 3M | -6.4% | -12.1% | +5.7% | -3.0% |
| 6M | +13.3% | +1.7% | +11.6% | +9.9% |
| YTD | +58.5% | -17.4% | +76.0% | +62.5% |
| 1Y | +81.9% | -1.9% | +83.8% | +74.3% |
| 3Y | +75.3% | +21.2% | +54.0% | +45.0% |
| 5Y | +149.9% | -27.8% | +177.7% | +147.1% |
| 10Y | +436.0% | -41.0% | +477.0% | +409.6% |
| All | +436.0% | -39.7% | +475.7% | +409.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling