+720.8%
NUE vs P
+499.9%
+220.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | -6.2% | -13.3% | +7.1% | -3.8% |
| 30D | +2.5% | -34.0% | +36.4% | +9.9% |
| 3M | -6.4% | +4.1% | -10.5% | -8.5% |
| 6M | +13.3% | +30.5% | -17.2% | +4.4% |
| YTD | +58.5% | +52.2% | +6.4% | +40.3% |
| 1Y | +81.9% | +10.3% | +71.6% | +69.1% |
| 3Y | +75.3% | +180.9% | -105.6% | +25.1% |
| 5Y | +149.9% | +259.7% | -109.8% | +64.2% |
| 10Y | +436.0% | +652.6% | -216.6% | +186.7% |
| All | +720.8% | +499.9% | +220.9% | +332.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling