+571.7%
NUE vs P
+709.5%
-137.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.4% |
| 7D | -2.3% | +5.0% | -7.3% | -3.3% |
| 30D | -6.1% | -0.9% | -5.1% | -6.4% |
| 3M | +1.7% | +38.7% | -37.0% | -6.1% |
| 6M | +53.1% | +54.4% | -1.3% | +36.7% |
| YTD | +59.0% | +44.8% | +14.2% | +42.7% |
| 1Y | +85.3% | +22.5% | +62.8% | +68.9% |
| 3Y | +63.2% | +148.2% | -85.0% | +17.9% |
| 5Y | +146.8% | +268.9% | -122.1% | +56.8% |
| All | +571.7% | +709.5% | -137.8% | +251.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling