+15,968.0%
OKE vs NUE
+14,525.3%
+1,442.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.6% | +0.4% |
| 7D | +1.2% | -0.6% | +1.9% | +1.4% |
| 30D | +4.5% | -4.6% | +9.0% | +5.9% |
| 3M | +9.6% | -0.3% | +9.9% | +9.1% |
| 6M | +15.4% | +51.9% | -36.5% | -0.9% |
| YTD | +36.5% | +60.0% | -23.5% | +15.0% |
| 1Y | +39.0% | +82.9% | -43.9% | +11.4% |
| 3Y | +74.3% | +66.0% | +8.3% | +39.8% |
| 5Y | +141.2% | +149.0% | -7.7% | +61.7% |
| 10Y | +262.1% | +588.3% | -326.2% | +74.6% |
| All | +15,968.0% | +14,525.3% | +1,442.7% | +4,136.8% |
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