+55.3%
ON vs NUE
+85.4%
-30.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +7.0% | +7.6% |
| 7D | +2.4% | -0.6% | +3.0% | +2.8% |
| 30D | -8.6% | -4.6% | -4.1% | -6.2% |
| 3M | -34.3% | -0.3% | -34.0% | -33.9% |
| 6M | +28.5% | +51.9% | -23.4% | +2.0% |
| YTD | +40.6% | +60.0% | -19.4% | +8.1% |
| 1Y | +55.3% | +82.9% | -27.6% | +8.8% |
| All | +55.3% | +85.4% | -30.1% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling