+64.0%
NUE vs COO
-23.0%
+87.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.2% |
| 7D | +1.8% | -2.3% | +4.1% | +2.3% |
| 30D | -6.0% | -8.8% | +2.9% | -4.2% |
| 3M | +1.4% | +1.3% | +0.1% | +0.8% |
| 6M | +52.8% | -11.6% | +64.4% | +57.1% |
| YTD | +58.1% | -17.4% | +75.5% | +65.1% |
| 1Y | +80.4% | -1.6% | +82.0% | +79.9% |
| All | +64.0% | -23.0% | +87.0% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling