+422.0%
NUE vs COO
+41.1%
+380.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.7% |
| 7D | +2.8% | +0.5% | +2.3% | +2.5% |
| 30D | -2.1% | +14.2% | -16.3% | -7.4% |
| 3M | -7.3% | -18.2% | +10.9% | -0.7% |
| 6M | +8.9% | +5.3% | +3.5% | +4.1% |
| YTD | +55.6% | -23.6% | +79.2% | +70.1% |
| 1Y | +74.7% | -12.7% | +87.3% | +79.7% |
| 3Y | +71.7% | -24.2% | +95.9% | +79.6% |
| 5Y | +141.2% | -40.0% | +181.2% | +177.2% |
| All | +422.0% | +41.1% | +380.9% | +341.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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