+16.0%
O vs NUE
+146.6%
-130.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | -2.9% | -0.6% | -2.2% | -2.8% |
| 30D | -4.5% | -4.6% | 0.0% | -4.1% |
| 3M | -2.6% | -0.3% | -2.3% | -2.8% |
| 6M | -5.6% | +51.9% | -57.5% | -10.3% |
| YTD | +9.3% | +60.0% | -50.7% | +3.1% |
| 1Y | +4.3% | +82.9% | -78.6% | -3.2% |
| 3Y | +27.4% | +66.0% | -38.5% | +18.1% |
| All | +16.0% | +146.6% | -130.6% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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