+155.9%
NUE vs DTE
+30.3%
+125.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.0% |
| 7D | -0.6% | -2.6% | +1.9% | +0.2% |
| 30D | -4.6% | -4.4% | -0.2% | -3.2% |
| 3M | -0.3% | -8.3% | +8.0% | +2.3% |
| 6M | +51.9% | -8.1% | +60.0% | +55.5% |
| YTD | +60.0% | +4.4% | +55.6% | +56.7% |
| 1Y | +82.9% | +0.2% | +82.7% | +81.3% |
| 3Y | +66.0% | +42.6% | +23.4% | +40.4% |
| All | +155.9% | +30.3% | +125.6% | +123.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling