+74.3%
OKE vs NUE
+61.7%
+12.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.6% | +0.6% |
| 7D | +1.2% | -0.6% | +1.9% | +1.4% |
| 30D | +4.5% | -4.6% | +9.0% | +5.4% |
| 3M | +9.6% | -0.3% | +9.9% | +9.2% |
| 6M | +15.4% | +51.9% | -36.5% | +3.7% |
| YTD | +36.5% | +60.0% | -23.5% | +20.8% |
| 1Y | +39.0% | +82.9% | -43.9% | +18.4% |
| 3Y | +74.3% | +66.0% | +8.3% | +43.5% |
| All | +74.3% | +61.7% | +12.6% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling