+14,317.4%
NUE vs COO
+5,988.7%
+8,328.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | +4.2% | -2.2% | +6.4% | +4.4% |
| 30D | -5.0% | -7.0% | +2.0% | -4.4% |
| 3M | -0.2% | +12.2% | -12.4% | -1.4% |
| 6M | +49.1% | -15.1% | +64.3% | +51.1% |
| YTD | +61.0% | -15.1% | +76.1% | +63.1% |
| 1Y | +82.5% | +2.3% | +80.2% | +81.6% |
| 3Y | +57.9% | -23.7% | +81.6% | +60.5% |
| 5Y | +146.6% | -38.9% | +185.5% | +154.9% |
| 10Y | +561.6% | +49.9% | +511.7% | +540.5% |
| All | +14,317.4% | +5,988.7% | +8,328.7% | +12,306.3% |
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