+61.4%
NUE vs ALK
+4.2%
+57.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.9% |
| 7D | +4.2% | -0.7% | +4.9% | +4.4% |
| 30D | -5.0% | -19.2% | +14.3% | +0.3% |
| 3M | -0.2% | -1.5% | +1.3% | -0.6% |
| 6M | +49.1% | -13.1% | +62.2% | +51.9% |
| YTD | +61.0% | -16.4% | +77.4% | +64.9% |
| 1Y | +82.5% | -33.1% | +115.6% | +98.1% |
| All | +61.4% | +4.2% | +57.1% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling