+13,834.6%
NUE vs COO
+5,381.5%
+8,453.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.5% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | -2.1% | +14.2% | -16.3% | -3.3% |
| 3M | -7.3% | -18.2% | +10.9% | -5.9% |
| 6M | +8.9% | +5.3% | +3.5% | +7.9% |
| YTD | +55.6% | -23.6% | +79.2% | +58.7% |
| 1Y | +74.7% | -12.7% | +87.3% | +76.0% |
| 3Y | +71.7% | -24.2% | +95.9% | +74.3% |
| 5Y | +141.2% | -40.0% | +181.2% | +149.5% |
| 10Y | +429.6% | +41.6% | +388.0% | +414.8% |
| All | +13,834.6% | +5,381.5% | +8,453.1% | +11,977.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling