+80.4%
NUE vs PL
+131.1%
-50.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.7% |
| 7D | +1.8% | -7.5% | +9.3% | +2.1% |
| 30D | -6.0% | -25.6% | +19.6% | -4.8% |
| 3M | +1.4% | -45.6% | +47.0% | +3.7% |
| 6M | +52.8% | -29.5% | +82.4% | +55.2% |
| YTD | +58.1% | -9.7% | +67.8% | +57.6% |
| 1Y | +80.4% | +84.4% | -4.0% | +70.1% |
| All | +80.4% | +131.1% | -50.7% | +70.1% |
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