+49.6%
ON vs NUE
+142.4%
-92.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.6% |
| 7D | -4.7% | -2.7% | -2.1% | -3.3% |
| 30D | -13.5% | -6.1% | -7.4% | -10.6% |
| 3M | -36.3% | +2.2% | -38.5% | -37.5% |
| 6M | +17.8% | +50.8% | -33.0% | -6.3% |
| YTD | +29.6% | +57.5% | -28.0% | +0.2% |
| 1Y | +45.8% | +82.5% | -36.7% | +3.7% |
| 3Y | -28.3% | +61.7% | -90.0% | -47.7% |
| 5Y | +49.6% | +145.1% | -95.5% | -8.5% |
| All | +49.6% | +142.4% | -92.8% | -8.5% |
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 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