+146.2%
NUE vs P
+283.1%
-136.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | +1.8% | +7.8% | -6.1% | +0.5% |
| 30D | -6.0% | +12.3% | -18.3% | -8.2% |
| 3M | +1.4% | +37.1% | -35.7% | -4.9% |
| 6M | +52.8% | +66.1% | -13.2% | +37.0% |
| YTD | +58.1% | +50.9% | +7.2% | +43.1% |
| 1Y | +80.4% | +27.2% | +53.2% | +65.4% |
| 3Y | +62.3% | +158.7% | -96.4% | +17.8% |
| 5Y | +146.2% | +291.1% | -144.9% | +51.1% |
| All | +146.2% | +283.1% | -136.9% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling