+145.1%
NUE vs DD
+57.4%
+87.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.7% |
| 7D | -2.7% | -2.9% | +0.2% | -1.1% |
| 30D | -6.1% | -11.5% | +5.4% | +0.5% |
| 3M | +2.2% | -5.4% | +7.6% | +5.2% |
| 6M | +50.8% | -6.9% | +57.7% | +55.4% |
| YTD | +57.5% | +6.9% | +50.7% | +48.8% |
| 1Y | +82.5% | +35.6% | +46.8% | +47.8% |
| 3Y | +61.7% | +42.5% | +19.1% | +23.1% |
| 5Y | +145.1% | +58.5% | +86.7% | +69.4% |
| All | +145.1% | +57.4% | +87.8% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling