+575.6%
NUE vs OMC
+34.2%
+541.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.8% |
| 7D | -0.6% | -4.4% | +3.7% | +1.5% |
| 30D | -4.6% | -7.6% | +3.0% | -1.2% |
| 3M | -0.3% | +4.5% | -4.8% | -3.7% |
| 6M | +51.9% | -0.3% | +52.1% | +49.9% |
| YTD | +60.0% | -0.1% | +60.1% | +54.6% |
| 1Y | +82.9% | +4.6% | +78.3% | +70.4% |
| 3Y | +66.0% | +10.5% | +55.5% | +45.0% |
| 5Y | +149.0% | +31.7% | +117.2% | +89.1% |
| All | +575.6% | +34.2% | +541.4% | +391.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling