+82.9%
NUE vs DG
+19.2%
+63.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | -0.6% | -6.5% | +5.9% | -0.3% |
| 30D | -4.6% | +4.2% | -8.7% | -4.7% |
| 3M | -0.3% | +9.5% | -9.8% | -0.8% |
| 6M | +51.9% | -13.1% | +65.0% | +54.2% |
| YTD | +60.0% | -4.8% | +64.8% | +61.6% |
| 1Y | +82.9% | +20.6% | +62.3% | +81.9% |
| All | +82.9% | +19.2% | +63.7% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling