+14,317.4%
NUE vs D
+2,347.4%
+11,970.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.1% |
| 7D | +4.2% | +0.4% | +3.8% | +4.0% |
| 30D | -5.0% | -3.6% | -1.4% | -3.4% |
| 3M | -0.2% | -1.0% | +0.8% | +0.2% |
| 6M | +49.1% | +6.3% | +42.9% | +43.9% |
| YTD | +61.0% | +14.7% | +46.3% | +49.5% |
| 1Y | +82.5% | +16.9% | +65.6% | +67.1% |
| 3Y | +57.9% | +56.8% | +1.1% | +20.9% |
| 5Y | +146.6% | +5.2% | +141.4% | +126.2% |
| 10Y | +561.6% | +35.9% | +525.7% | +396.2% |
| All | +14,317.4% | +2,347.4% | +11,970.0% | +2,594.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling