+565.3%
NUE vs D
+38.3%
+527.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -2.7% | -1.6% | -1.0% | -2.2% |
| 30D | -6.1% | -3.5% | -2.5% | -5.1% |
| 3M | +2.2% | -1.6% | +3.8% | +2.7% |
| 6M | +50.8% | +5.8% | +45.0% | +47.8% |
| YTD | +57.5% | +14.5% | +43.1% | +50.6% |
| 1Y | +82.5% | +14.2% | +68.3% | +74.0% |
| 3Y | +61.7% | +59.0% | +2.7% | +35.5% |
| 5Y | +145.1% | +5.4% | +139.8% | +135.5% |
| All | +565.3% | +38.3% | +527.0% | +519.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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