+4,257.1%
NUE vs DVA
+5,118.1%
-861.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | -6.1% | +1.7% | -7.7% | -6.4% |
| 3M | +2.2% | -8.7% | +10.9% | +3.4% |
| 6M | +50.8% | +19.7% | +31.1% | +44.0% |
| YTD | +57.5% | +59.6% | -2.1% | +41.7% |
| 1Y | +82.5% | +37.1% | +45.4% | +68.8% |
| 3Y | +61.7% | +89.8% | -28.1% | +37.7% |
| 5Y | +145.1% | +47.4% | +97.8% | +114.5% |
| 10Y | +577.8% | +184.9% | +392.9% | +417.4% |
| All | +4,257.1% | +5,118.1% | -861.0% | +2,248.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling