+629.3%
ON vs NUE
+599.8%
+29.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +7.0% | +7.6% |
| 7D | +2.4% | -0.6% | +3.0% | +2.9% |
| 30D | -8.6% | -4.6% | -4.1% | -6.1% |
| 3M | -34.3% | -0.3% | -34.0% | -34.7% |
| 6M | +28.5% | +51.9% | -23.4% | -0.7% |
| YTD | +40.6% | +60.0% | -19.4% | +4.8% |
| 1Y | +55.3% | +82.9% | -27.6% | +6.3% |
| 3Y | -22.2% | +66.0% | -88.2% | -45.5% |
| 5Y | +62.4% | +149.0% | -86.6% | -17.3% |
| All | +629.3% | +599.8% | +29.5% | +80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling