+5,367.1%
O vs NUE
+3,244.3%
+2,122.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -0.6% | +1.8% | -2.3% | -1.0% |
| 30D | -2.0% | -6.0% | +4.0% | -0.6% |
| 3M | +3.0% | +1.4% | +1.6% | +2.1% |
| 6M | -3.6% | +52.8% | -56.5% | -14.2% |
| YTD | +12.1% | +58.1% | -46.1% | -1.3% |
| 1Y | +8.9% | +80.4% | -71.5% | -7.6% |
| 3Y | +30.3% | +62.3% | -31.9% | +9.9% |
| 5Y | +13.7% | +146.2% | -132.5% | -18.4% |
| 10Y | +50.3% | +549.5% | -499.2% | -22.7% |
| All | +5,367.1% | +3,244.3% | +2,122.8% | +1,809.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling