+66.0%
NUE vs OMC
+10.5%
+55.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.7% |
| 7D | -0.6% | -4.4% | +3.7% | +0.4% |
| 30D | -4.6% | -7.6% | +3.0% | -2.9% |
| 3M | -0.3% | +4.5% | -4.8% | -2.0% |
| 6M | +51.9% | -0.3% | +52.1% | +50.9% |
| YTD | +60.0% | -0.1% | +60.1% | +58.9% |
| 1Y | +82.9% | +4.6% | +78.3% | +77.4% |
| 3Y | +66.0% | +10.5% | +55.5% | +56.6% |
| All | +66.0% | +10.5% | +55.5% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling