+80.1%
NUE vs D
+17.0%
+63.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | -6.2% | +2.4% | -8.6% | -6.4% |
| 30D | +2.5% | +10.9% | -8.5% | +1.6% |
| 3M | -6.4% | +2.8% | -9.2% | -6.3% |
| 6M | +13.3% | +12.7% | +0.6% | +13.2% |
| YTD | +58.5% | +20.3% | +38.2% | +56.5% |
| All | +80.1% | +17.0% | +63.2% | +78.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling