+146.2%
NUE vs ALK
-28.9%
+175.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.8% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -6.0% | -18.5% | +12.5% | +0.2% |
| 3M | +1.4% | -3.6% | +5.0% | +1.5% |
| 6M | +52.8% | -3.7% | +56.5% | +51.0% |
| YTD | +58.1% | -19.0% | +77.1% | +64.3% |
| 1Y | +80.4% | -36.0% | +116.5% | +102.3% |
| 3Y | +62.3% | +2.3% | +59.9% | +44.6% |
| 5Y | +146.2% | -27.8% | +173.9% | +141.9% |
| All | +146.2% | -28.9% | +175.1% | +141.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling