+247.2%
NUE vs COMP
-49.4%
+296.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.5% |
| 7D | +1.8% | +4.1% | -2.3% | +1.4% |
| 30D | -6.0% | -14.5% | +8.6% | -4.6% |
| 3M | +1.4% | +41.8% | -40.4% | -2.7% |
| 6M | +52.8% | +23.6% | +29.3% | +47.5% |
| YTD | +58.1% | +1.7% | +56.4% | +55.0% |
| 1Y | +80.4% | +12.6% | +67.9% | +74.2% |
| 3Y | +62.3% | +221.9% | -159.6% | +33.9% |
| 5Y | +146.2% | -28.1% | +174.3% | +120.3% |
| All | +247.2% | -49.4% | +296.6% | +216.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling