+4,121.8%
NUE vs DECK
+8,125.5%
-4,003.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.0% | -8.0% | -2.8% |
| 7D | -1.4% | +10.4% | -11.8% | -2.7% |
| 30D | +6.6% | +11.1% | -4.5% | +5.0% |
| 3M | -2.0% | -10.8% | +8.8% | -0.7% |
| 6M | +19.2% | -8.7% | +28.0% | +20.2% |
| YTD | +65.6% | -14.0% | +79.7% | +67.5% |
| 1Y | +87.8% | +12.0% | +75.8% | +83.5% |
| 3Y | +83.5% | -10.5% | +93.9% | +80.6% |
| 5Y | +157.7% | +28.5% | +129.2% | +139.8% |
| 10Y | +562.9% | +923.3% | -360.4% | +380.2% |
| All | +4,121.8% | +8,125.5% | -4,003.7% | +2,385.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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