+575.6%
NUE vs DD
+66.6%
+509.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.7% |
| 7D | -0.6% | -3.5% | +2.9% | +1.5% |
| 30D | -4.6% | -11.7% | +7.1% | +2.7% |
| 3M | -0.3% | -9.2% | +8.9% | +5.3% |
| 6M | +51.9% | -7.2% | +59.1% | +57.1% |
| YTD | +60.0% | +6.6% | +53.4% | +51.1% |
| 1Y | +82.9% | +32.0% | +50.9% | +49.7% |
| 3Y | +66.0% | +42.1% | +23.8% | +25.4% |
| 5Y | +149.0% | +58.1% | +90.9% | +73.0% |
| All | +575.6% | +66.6% | +509.1% | +296.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling