+149.8%
NUE vs DAR
-29.6%
+179.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.0% |
| 7D | +6.1% | +9.2% | -3.1% | +2.9% |
| 30D | +2.7% | -12.3% | +15.0% | +7.2% |
| 3M | -3.8% | -12.7% | +8.9% | +0.1% |
| 6M | +14.0% | -12.8% | +26.8% | +17.9% |
| YTD | +61.2% | +53.8% | +7.4% | +34.9% |
| 1Y | +77.8% | +60.3% | +17.5% | +46.2% |
| 3Y | +78.2% | +31.7% | +46.4% | +49.0% |
| 5Y | +149.8% | -27.7% | +177.6% | +158.0% |
| All | +149.8% | -29.6% | +179.5% | +158.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling