+136.4%
NUE vs D
+14.9%
+121.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.8% |
| 7D | -10.2% | +0.8% | -11.0% | -10.4% |
| 30D | -0.4% | +10.7% | -11.1% | -2.6% |
| 3M | -8.4% | +2.3% | -10.6% | -8.9% |
| 6M | +10.1% | +12.5% | -2.4% | +7.2% |
| YTD | +54.1% | +20.1% | +34.0% | +47.6% |
| 1Y | +74.7% | +15.6% | +59.2% | +68.7% |
| 3Y | +72.0% | +75.2% | -3.2% | +46.2% |
| 5Y | +136.4% | +14.6% | +121.8% | +135.7% |
| All | +136.4% | +14.9% | +121.5% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling