+4,546.8%
NUE vs DRI
+7,577.6%
-3,030.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +4.2% | +0.6% | +3.6% | +4.0% |
| 30D | -5.0% | +3.8% | -8.8% | -6.3% |
| 3M | -0.2% | +13.0% | -13.2% | -4.8% |
| 6M | +49.1% | +8.3% | +40.8% | +44.0% |
| YTD | +61.0% | +20.6% | +40.4% | +49.3% |
| 1Y | +82.5% | +6.5% | +76.1% | +76.6% |
| 3Y | +57.9% | +53.7% | +4.2% | +32.8% |
| 5Y | +146.6% | +72.7% | +73.9% | +97.0% |
| 10Y | +561.6% | +363.2% | +198.5% | +245.8% |
| All | +4,546.8% | +7,577.6% | -3,030.9% | +1,061.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling