+71.7%
NUE vs ALK
+13.2%
+58.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.1% |
| 7D | +2.8% | -1.2% | +3.9% | +3.0% |
| 30D | -2.1% | +7.7% | -9.8% | -4.2% |
| 3M | -7.3% | -19.0% | +11.7% | -2.8% |
| 6M | +8.9% | -0.2% | +9.1% | +7.2% |
| YTD | +55.6% | -23.5% | +79.1% | +62.1% |
| 1Y | +74.7% | -9.1% | +83.8% | +72.8% |
| 3Y | +71.7% | +12.0% | +59.6% | +64.0% |
| All | +71.7% | +13.2% | +58.5% | +64.0% |
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