+64.0%
NUE vs DAR
+8.9%
+55.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.5% |
| 7D | +1.8% | -0.9% | +2.6% | +2.0% |
| 30D | -6.0% | +13.0% | -18.9% | -9.1% |
| 3M | +1.4% | +15.0% | -13.6% | -2.9% |
| 6M | +52.8% | +26.8% | +26.0% | +41.7% |
| YTD | +58.1% | +86.4% | -28.3% | +31.1% |
| 1Y | +80.4% | +115.1% | -34.7% | +42.6% |
| All | +64.0% | +8.9% | +55.1% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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