+65.0%
NUE vs ARWR
+173.2%
-108.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.9% |
| 7D | -2.3% | -3.2% | +0.9% | -1.9% |
| 30D | -6.1% | -6.5% | +0.4% | -5.3% |
| 3M | +1.7% | +12.7% | -11.0% | -0.3% |
| 6M | +53.1% | +36.2% | +16.9% | +46.0% |
| YTD | +59.0% | +24.5% | +34.6% | +53.1% |
| 1Y | +85.3% | +198.0% | -112.6% | +58.7% |
| All | +65.0% | +173.2% | -108.2% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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