+4,041.1%
NUE vs DGX
+8,778.1%
-4,737.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.0% |
| 7D | -0.6% | -0.9% | +0.3% | -0.3% |
| 30D | -4.6% | -1.2% | -3.4% | -4.2% |
| 3M | -0.3% | +15.8% | -16.1% | -5.0% |
| 6M | +51.9% | +18.2% | +33.7% | +43.5% |
| YTD | +60.0% | +37.2% | +22.8% | +43.9% |
| 1Y | +82.9% | +30.4% | +52.5% | +66.6% |
| 3Y | +66.0% | +96.7% | -30.7% | +30.4% |
| 5Y | +149.0% | +67.2% | +81.8% | +105.6% |
| 10Y | +588.3% | +253.9% | +334.4% | +341.0% |
| All | +4,041.1% | +8,778.1% | -4,737.0% | +1,600.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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