+146.2%
NUE vs D
+8.5%
+137.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.0% |
| 6M | +52.8% | +6.8% | +46.0% | +50.6% |
| YTD | +58.1% | +16.5% | +41.6% | +52.9% |
| 1Y | +80.4% | +19.2% | +61.3% | +73.2% |
| 3Y | +62.3% | +61.9% | +0.4% | +42.1% |
| 5Y | +146.2% | +6.5% | +139.7% | +137.1% |
| All | +146.2% | +8.5% | +137.6% | +137.1% |
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