+14,317.4%
NUE vs ALK
+839.9%
+13,477.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -1.0% |
| 7D | +4.2% | -0.7% | +4.9% | +4.4% |
| 30D | -5.0% | -19.2% | +14.3% | +0.8% |
| 3M | -0.2% | -1.5% | +1.3% | -0.6% |
| 6M | +49.1% | -13.1% | +62.2% | +52.1% |
| YTD | +61.0% | -16.4% | +77.4% | +65.1% |
| 1Y | +82.5% | -33.1% | +115.6% | +98.3% |
| 3Y | +57.9% | +0.6% | +57.3% | +46.8% |
| 5Y | +146.6% | -26.4% | +173.0% | +146.7% |
| 10Y | +561.6% | -34.2% | +595.8% | +533.7% |
| All | +14,317.4% | +839.9% | +13,477.5% | +4,956.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling