+87.8%
NUE vs COMP
+23.8%
+64.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.7% | -9.8% | -2.5% |
| 7D | -1.4% | +9.5% | -10.9% | -2.0% |
| 30D | +6.6% | +8.1% | -1.5% | +5.9% |
| 3M | -2.0% | -16.3% | +14.3% | -1.0% |
| 6M | +19.2% | +42.2% | -23.0% | +14.2% |
| YTD | +65.6% | -5.0% | +70.6% | +61.7% |
| 1Y | +87.8% | +20.1% | +67.8% | +76.9% |
| All | +87.8% | +23.8% | +64.0% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling