+535.4%
NUE vs QSR
+203.9%
+331.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.7% |
| 7D | -2.7% | -4.7% | +2.0% | -0.8% |
| 30D | -6.1% | +4.3% | -10.4% | -7.8% |
| 3M | +2.2% | +5.4% | -3.2% | -0.3% |
| 6M | +50.8% | +8.2% | +42.6% | +44.6% |
| YTD | +57.5% | +14.1% | +43.4% | +47.4% |
| 1Y | +82.5% | +28.1% | +54.4% | +62.1% |
| 3Y | +61.7% | +25.3% | +36.4% | +42.5% |
| 5Y | +145.1% | +40.4% | +104.7% | +103.5% |
| 10Y | +577.8% | +132.4% | +445.4% | +343.0% |
| All | +535.4% | +203.9% | +331.5% | +284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling