+87.8%
NUE vs PL
-0.6%
+88.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.4% | +4.3% | -1.8% |
| 7D | -1.4% | -11.7% | +10.3% | -0.9% |
| 30D | +6.6% | -27.1% | +33.7% | +7.9% |
| 3M | -2.0% | -44.6% | +42.6% | +0.2% |
| 6M | +19.2% | -67.2% | +86.4% | +24.1% |
| YTD | +65.6% | -35.9% | +101.5% | +68.8% |
| 1Y | +87.8% | -0.4% | +88.2% | +89.6% |
| All | +87.8% | -0.6% | +88.5% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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