+152.0%
NUE vs DBX
+10.1%
+141.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -1.3% |
| 7D | -2.7% | -1.8% | -0.9% | -2.2% |
| 30D | -6.1% | +2.8% | -8.9% | -7.1% |
| 3M | +2.2% | +26.8% | -24.5% | -5.3% |
| 6M | +50.8% | +32.8% | +18.0% | +35.8% |
| YTD | +57.5% | +26.1% | +31.5% | +44.1% |
| 1Y | +82.5% | +14.1% | +68.3% | +72.4% |
| 3Y | +61.7% | +25.7% | +36.0% | +40.5% |
| All | +152.0% | +10.1% | +141.9% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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