+238.3%
NUE vs COMP
-49.2%
+287.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -3.9% | +1.2% |
| 7D | -10.2% | +14.5% | -24.8% | -11.5% |
| 30D | -0.4% | +14.9% | -15.3% | -2.0% |
| 3M | -8.4% | -14.2% | +5.9% | -7.3% |
| 6M | +10.1% | +23.7% | -13.7% | +6.6% |
| YTD | +54.1% | +2.1% | +52.0% | +50.6% |
| 1Y | +74.7% | +26.2% | +48.5% | +66.9% |
| 3Y | +72.0% | +470.9% | -398.9% | +32.7% |
| 5Y | +136.4% | -14.0% | +150.4% | +106.6% |
| All | +238.3% | -49.2% | +287.6% | +207.4% |
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