+85.3%
NUE vs P
+22.0%
+63.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +0.8% |
| 7D | -2.3% | +5.0% | -7.3% | -2.6% |
| 30D | -6.1% | -0.9% | -5.1% | -6.0% |
| 3M | +1.7% | +38.7% | -37.0% | -0.9% |
| 6M | +53.1% | +54.4% | -1.3% | +47.2% |
| YTD | +59.0% | +44.8% | +14.2% | +53.0% |
| 1Y | +85.3% | +22.5% | +62.8% | +79.9% |
| All | +85.3% | +22.0% | +63.3% | +79.9% |
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