+565.3%
NUE vs DRI
+348.7%
+216.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -2.7% | -4.8% | +2.1% | -0.8% |
| 30D | -6.1% | -5.2% | -0.9% | -4.2% |
| 3M | +2.2% | +2.7% | -0.5% | +0.8% |
| 6M | +50.8% | +3.6% | +47.2% | +47.5% |
| YTD | +57.5% | +15.4% | +42.1% | +47.4% |
| 1Y | +82.5% | +1.3% | +81.2% | +79.3% |
| 3Y | +61.7% | +53.1% | +8.6% | +33.5% |
| 5Y | +145.1% | +64.6% | +80.6% | +94.2% |
| All | +565.3% | +348.7% | +216.6% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling