+14,007.6%
NUE vs OMC
+5,772.0%
+8,235.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.6% |
| 7D | -2.7% | -6.2% | +3.6% | +0.2% |
| 30D | -6.1% | -7.6% | +1.5% | -3.0% |
| 3M | +2.2% | +7.4% | -5.2% | -2.1% |
| 6M | +50.8% | +0.1% | +50.6% | +48.7% |
| YTD | +57.5% | +0.4% | +57.1% | +52.1% |
| 1Y | +82.5% | +7.8% | +74.7% | +68.8% |
| 3Y | +61.7% | +11.8% | +49.9% | +43.9% |
| 5Y | +145.1% | +32.5% | +112.7% | +97.9% |
| 10Y | +577.8% | +34.2% | +543.6% | +430.4% |
| All | +14,007.6% | +5,772.0% | +8,235.6% | +4,965.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling