+3,973.3%
NUE vs ARWR
-98.4%
+4,071.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.5% |
| 7D | +2.8% | -17.8% | +20.6% | +2.9% |
| 30D | -2.1% | -18.1% | +16.1% | -1.9% |
| 3M | -7.3% | -44.2% | +36.8% | -6.9% |
| 6M | +8.9% | -38.6% | +47.5% | +9.2% |
| YTD | +55.6% | -28.0% | +83.6% | +55.9% |
| 1Y | +74.7% | +16.1% | +58.5% | +74.2% |
| 3Y | +71.7% | +84.0% | -12.3% | +70.1% |
| 5Y | +141.2% | -35.4% | +176.6% | +140.3% |
| 10Y | +429.6% | +1,043.1% | -613.5% | +414.7% |
| All | +3,973.3% | -98.4% | +4,071.6% | +3,948.0% |
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