+584.3%
NUE vs ALK
-39.2%
+623.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -2.3% | -3.0% | +0.7% | -1.3% |
| 30D | -6.1% | -14.6% | +8.5% | -0.8% |
| 3M | +1.7% | -10.6% | +12.2% | +4.6% |
| 6M | +53.1% | -6.7% | +59.8% | +52.8% |
| YTD | +59.0% | -19.8% | +78.8% | +66.2% |
| 1Y | +85.3% | -35.2% | +120.5% | +107.8% |
| 3Y | +63.2% | +1.4% | +61.9% | +45.8% |
| 5Y | +146.8% | -30.7% | +177.4% | +148.7% |
| 10Y | +584.3% | -37.4% | +621.7% | +532.3% |
| All | +584.3% | -39.2% | +623.5% | +532.3% |
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