+4,114.4%
NUE vs ARWR
-97.0%
+4,211.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +4.2% | +1.7% | +2.5% | +4.2% |
| 30D | -5.0% | -0.7% | -4.3% | -5.0% |
| 3M | -0.2% | +14.9% | -15.1% | -0.4% |
| 6M | +49.1% | +32.6% | +16.5% | +48.7% |
| YTD | +61.0% | +30.0% | +30.9% | +60.6% |
| 1Y | +82.5% | +208.4% | -125.8% | +80.7% |
| 3Y | +57.9% | +208.8% | -150.9% | +55.9% |
| 5Y | +146.6% | +27.8% | +118.8% | +144.4% |
| 10Y | +561.6% | +1,107.6% | -546.0% | +541.6% |
| All | +4,114.4% | -97.0% | +4,211.4% | +4,069.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling