+83.6%
NUE vs COMP
+16.3%
+67.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.7% |
| 7D | -2.4% | +2.2% | -4.6% | -2.6% |
| 30D | +3.8% | +16.3% | -12.5% | +2.6% |
| 3M | -3.7% | -19.1% | +15.5% | -2.5% |
| 6M | +13.2% | +17.1% | -3.9% | +10.5% |
| YTD | +61.6% | -2.9% | +64.5% | +57.5% |
| 1Y | +83.6% | +8.8% | +74.8% | +76.8% |
| All | +83.6% | +16.3% | +67.3% | +76.8% |
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