+66.0%
NUE vs DTE
+43.4%
+22.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | -0.6% | -2.6% | +1.9% | -0.2% |
| 30D | -4.6% | -4.4% | -0.2% | -3.8% |
| 3M | -0.3% | -8.3% | +8.0% | +1.2% |
| 6M | +51.9% | -8.1% | +60.0% | +54.0% |
| YTD | +60.0% | +4.4% | +55.6% | +58.1% |
| 1Y | +82.9% | +0.2% | +82.7% | +81.8% |
| 3Y | +66.0% | +42.6% | +23.4% | +47.0% |
| All | +66.0% | +43.4% | +22.6% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling