+80.4%
NUE vs COMP
+11.9%
+68.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.6% |
| 7D | +1.8% | +4.1% | -2.3% | +1.6% |
| 30D | -6.0% | -14.5% | +8.6% | -5.3% |
| 3M | +1.4% | +41.8% | -40.4% | -1.5% |
| 6M | +52.8% | +23.6% | +29.3% | +48.1% |
| YTD | +58.1% | +1.7% | +56.4% | +53.9% |
| 1Y | +80.4% | +12.6% | +67.9% | +72.8% |
| All | +80.4% | +11.9% | +68.6% | +72.8% |
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