+14,059.5%
NUE vs DD
+959.7%
+13,099.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +1.8% | -0.6% | +2.4% | +2.1% |
| 30D | -6.0% | -7.4% | +1.5% | -1.9% |
| 3M | +1.4% | -6.4% | +7.9% | +5.0% |
| 6M | +52.8% | -2.5% | +55.3% | +53.6% |
| YTD | +58.1% | +10.2% | +47.9% | +47.5% |
| 1Y | +80.4% | +36.9% | +43.5% | +47.5% |
| 3Y | +62.3% | +47.0% | +15.3% | +23.9% |
| 5Y | +146.2% | +63.1% | +83.0% | +76.3% |
| 10Y | +549.5% | +68.2% | +481.3% | +334.8% |
| All | +14,059.5% | +959.7% | +13,099.8% | +3,120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling