+449.9%
NUE vs P
+686.0%
-236.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +1.0% |
| 7D | -2.4% | -4.7% | +2.3% | -1.6% |
| 30D | +3.8% | -31.4% | +35.2% | +10.9% |
| 3M | -3.7% | -2.6% | -1.0% | -4.5% |
| 6M | +13.2% | +21.9% | -8.7% | +5.5% |
| YTD | +61.6% | +58.9% | +2.6% | +40.6% |
| 1Y | +83.6% | +21.7% | +61.9% | +66.4% |
| 3Y | +78.6% | +193.3% | -114.7% | +22.8% |
| 5Y | +148.0% | +275.1% | -127.2% | +55.2% |
| 10Y | +449.9% | +655.3% | -205.4% | +183.5% |
| All | +449.9% | +686.0% | -236.1% | +183.5% |
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