+126.6%
NUE vs DOC
-21.4%
+148.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -10.6% | +6.5% | -17.0% | -12.6% |
| 30D | -0.6% | +9.2% | -9.8% | -3.9% |
| 3M | -9.7% | -2.5% | -7.2% | -9.2% |
| 6M | +5.1% | +7.1% | -2.0% | +1.8% |
| YTD | +51.4% | +33.0% | +18.4% | +32.5% |
| 1Y | +71.3% | +23.3% | +48.1% | +54.9% |
| 3Y | +66.8% | +44.9% | +21.9% | +33.9% |
| All | +126.6% | -21.4% | +148.1% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling