+196.2%
ON vs NUE
+4,562.7%
-4,366.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.5% |
| 7D | -2.2% | +1.8% | -3.9% | -3.2% |
| 30D | -12.4% | -6.0% | -6.5% | -9.6% |
| 3M | -41.2% | +1.4% | -42.6% | -42.0% |
| 6M | +25.0% | +52.8% | -27.8% | -0.9% |
| YTD | +31.3% | +58.1% | -26.9% | +1.8% |
| 1Y | +45.4% | +80.4% | -35.0% | +4.6% |
| 3Y | -27.4% | +62.3% | -89.7% | -45.9% |
| 5Y | +58.5% | +146.2% | -87.7% | -10.2% |
| 10Y | +561.8% | +549.5% | +12.3% | +113.1% |
| All | +196.2% | +4,562.7% | -4,366.5% | -67.5% |
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 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