+146.8%
NUE vs ARWR
+25.7%
+121.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.0% |
| 7D | -2.3% | -3.2% | +0.9% | -1.9% |
| 30D | -6.1% | -6.5% | +0.4% | -5.2% |
| 3M | +1.7% | +12.7% | -11.0% | -0.6% |
| 6M | +53.1% | +36.2% | +16.9% | +45.1% |
| YTD | +59.0% | +24.5% | +34.6% | +52.3% |
| 1Y | +85.3% | +198.0% | -112.6% | +54.7% |
| 3Y | +63.2% | +176.4% | -113.1% | +27.8% |
| 5Y | +146.8% | +26.6% | +120.2% | +97.2% |
| All | +146.8% | +25.7% | +121.1% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling