+878.6%
NUE vs DG
+577.8%
+300.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.9% |
| 7D | +1.8% | -2.5% | +4.2% | +2.3% |
| 30D | -6.0% | +1.0% | -7.0% | -6.3% |
| 3M | +1.4% | +20.3% | -18.9% | -2.9% |
| 6M | +52.8% | -11.7% | +64.6% | +55.9% |
| YTD | +58.1% | -2.3% | +60.4% | +57.4% |
| 1Y | +80.4% | +20.0% | +60.4% | +70.4% |
| 3Y | +62.3% | +7.2% | +55.0% | +50.1% |
| 5Y | +146.2% | -37.9% | +184.1% | +163.7% |
| 10Y | +549.5% | +107.3% | +442.2% | +388.5% |
| All | +878.6% | +577.8% | +300.9% | +385.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling