+62.3%
NUE vs D
+65.5%
-3.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +1.8% | +0.8% | +1.0% | +1.6% |
| 30D | -6.0% | -0.7% | -5.2% | -5.8% |
| 3M | +1.4% | +2.1% | -0.7% | +1.2% |
| 6M | +52.8% | +6.8% | +46.0% | +51.1% |
| YTD | +58.1% | +16.5% | +41.6% | +54.0% |
| 1Y | +80.4% | +19.2% | +61.3% | +74.6% |
| 3Y | +62.3% | +61.9% | +0.4% | +40.3% |
| All | +62.3% | +65.5% | -3.2% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling