+196.1%
ON vs NUE
+4,488.6%
-4,292.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.5% | -0.2% | -1.7% |
| 7D | +12.2% | +2.8% | +9.5% | +10.7% |
| 30D | -3.1% | -2.1% | -1.0% | -1.6% |
| 3M | -12.9% | -7.3% | -5.5% | -9.3% |
| 6M | -38.6% | +8.9% | -47.5% | -41.5% |
| YTD | +31.2% | +55.6% | -24.4% | +2.7% |
| 1Y | +47.6% | +74.7% | -27.0% | +8.6% |
| 3Y | +6.6% | +71.7% | -65.0% | -22.8% |
| 5Y | +21.3% | +141.2% | -119.9% | -29.9% |
| 10Y | +533.3% | +429.6% | +103.8% | +128.3% |
| All | +196.1% | +4,488.6% | -4,292.5% | -67.2% |
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