+66.8%
NUE vs COMP
+353.8%
-286.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.7% | -11.0% | -1.1% |
| 7D | -10.6% | +13.4% | -24.0% | -11.4% |
| 30D | -0.6% | +11.1% | -11.7% | -1.5% |
| 3M | -9.7% | -18.8% | +9.1% | -8.6% |
| 6M | +5.1% | +10.5% | -5.4% | +3.5% |
| YTD | +51.4% | -3.4% | +54.8% | +49.2% |
| 1Y | +71.3% | +19.7% | +51.6% | +66.0% |
| 3Y | +66.8% | +381.6% | -314.8% | +47.0% |
| All | +66.8% | +353.8% | -286.9% | +47.0% |
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