+235.3%
NUE vs PL
+46.6%
+188.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +14.5% | -12.8% | +0.4% |
| 7D | -10.2% | +10.9% | -21.1% | -11.2% |
| 30D | -0.4% | -16.4% | +15.9% | +1.0% |
| 3M | -8.4% | -39.9% | +31.6% | -4.3% |
| 6M | +10.1% | -63.2% | +73.3% | +19.1% |
| YTD | +54.1% | -27.1% | +81.2% | +52.8% |
| 1Y | +74.7% | +12.2% | +62.6% | +64.1% |
| 3Y | +72.0% | +584.3% | -512.3% | +19.5% |
| 5Y | +136.4% | +37.0% | +99.4% | +82.5% |
| All | +235.3% | +46.6% | +188.7% | +155.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling