+82.5%
NUE vs P
+32.0%
+50.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.6% |
| 7D | +4.2% | +6.5% | -2.3% | +3.8% |
| 30D | -5.0% | +18.8% | -23.8% | -6.1% |
| 3M | -0.2% | +26.7% | -27.0% | -2.1% |
| 6M | +49.1% | +62.2% | -13.0% | +42.9% |
| YTD | +61.0% | +48.5% | +12.5% | +54.6% |
| 1Y | +82.5% | +26.4% | +56.1% | +75.1% |
| All | +82.5% | +32.0% | +50.6% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling