+126.6%
NUE vs PL
+20.8%
+105.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.4% | -10.7% | -1.3% |
| 7D | -10.6% | -6.8% | -3.7% | -10.0% |
| 30D | -0.6% | -29.3% | +28.7% | +2.5% |
| 3M | -9.7% | -44.8% | +35.0% | -4.9% |
| 6M | +5.1% | -68.4% | +73.5% | +15.4% |
| YTD | +51.4% | -36.4% | +87.8% | +52.2% |
| 1Y | +71.3% | +0.7% | +70.6% | +62.6% |
| 3Y | +66.8% | +455.3% | -388.5% | +18.7% |
| All | +126.6% | +20.8% | +105.9% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling