+439.5%
NUE vs D
+48.1%
+391.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -6.2% | +2.4% | -8.6% | -7.0% |
| 30D | +2.5% | +10.9% | -8.5% | -0.9% |
| 3M | -6.4% | +2.8% | -9.2% | -7.3% |
| 6M | +13.3% | +12.7% | +0.6% | +8.8% |
| YTD | +58.5% | +20.3% | +38.2% | +48.9% |
| 1Y | +81.9% | +17.1% | +64.8% | +72.0% |
| 3Y | +75.3% | +75.1% | +0.1% | +41.8% |
| 5Y | +149.9% | +13.1% | +136.8% | +134.5% |
| All | +439.5% | +48.1% | +391.4% | +396.9% |
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