+71.7%
NUE vs COMP
+423.6%
-351.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.6% |
| 7D | +2.8% | 0.0% | +2.8% | +2.7% |
| 30D | -2.1% | +16.6% | -18.6% | -3.3% |
| 3M | -7.3% | -23.5% | +16.2% | -5.9% |
| 6M | +8.9% | +25.7% | -16.9% | +6.2% |
| YTD | +55.6% | -3.4% | +59.0% | +53.3% |
| 1Y | +74.7% | +7.6% | +67.1% | +70.5% |
| 3Y | +71.7% | +423.6% | -351.9% | +54.4% |
| All | +71.7% | +423.6% | -351.9% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling