+1,571.4%
NUE vs BIDU
+1,294.4%
+277.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -2.3% | -2.4% | +0.2% | -1.8% |
| 30D | -6.1% | -16.0% | +9.9% | -2.2% |
| 3M | +1.7% | -24.0% | +25.7% | +7.9% |
| 6M | +53.1% | -24.9% | +77.9% | +61.6% |
| YTD | +59.0% | -29.6% | +88.6% | +69.8% |
| 1Y | +85.3% | -15.2% | +100.5% | +86.1% |
| 3Y | +63.2% | -32.2% | +95.4% | +67.4% |
| 5Y | +146.8% | -43.8% | +190.6% | +144.5% |
| 10Y | +584.3% | -49.5% | +633.8% | +527.7% |
| All | +1,571.4% | +1,294.4% | +277.0% | +525.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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