+66.0%
NUE vs QSR
+25.8%
+40.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +0.9% | +1.4% |
| 7D | -0.6% | -4.0% | +3.4% | +0.4% |
| 30D | -4.6% | +2.8% | -7.3% | -5.4% |
| 3M | -0.3% | +5.1% | -5.4% | -1.9% |
| 6M | +51.9% | +8.8% | +43.1% | +47.1% |
| YTD | +60.0% | +14.8% | +45.2% | +51.9% |
| 1Y | +82.9% | +25.7% | +57.2% | +67.8% |
| 3Y | +66.0% | +27.5% | +38.4% | +44.2% |
| All | +66.0% | +25.8% | +40.2% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling