+155.9%
NUE vs DVA
+46.8%
+109.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | -0.6% | -1.3% | +0.7% | -0.4% |
| 30D | -4.6% | 0.0% | -4.6% | -4.6% |
| 3M | -0.3% | -10.9% | +10.6% | +1.1% |
| 6M | +51.9% | +17.3% | +34.6% | +45.3% |
| YTD | +60.0% | +59.8% | +0.2% | +42.6% |
| 1Y | +82.9% | +36.3% | +46.6% | +68.4% |
| 3Y | +66.0% | +88.6% | -22.6% | +38.0% |
| All | +155.9% | +46.8% | +109.1% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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