+20.0%
ON vs NUE
+143.0%
-123.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.5% | -0.2% | -1.6% |
| 7D | +12.2% | +2.8% | +9.5% | +10.6% |
| 30D | -3.1% | -2.1% | -1.0% | -1.5% |
| 3M | -12.9% | -7.3% | -5.5% | -9.1% |
| 6M | -38.6% | +8.9% | -47.5% | -41.6% |
| YTD | +31.2% | +55.6% | -24.4% | +1.5% |
| 1Y | +47.6% | +74.7% | -27.0% | +7.0% |
| 3Y | +6.6% | +71.7% | -65.0% | -25.3% |
| All | +20.0% | +143.0% | -123.0% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling