-8.6%
ONON vs NUE
+61.7%
-70.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.6% |
| 7D | -2.1% | -0.6% | -1.4% | -1.9% |
| 30D | -11.6% | -4.6% | -7.1% | -10.4% |
| 3M | -30.1% | -0.3% | -29.8% | -30.3% |
| 6M | -30.5% | +51.9% | -82.4% | -40.6% |
| YTD | -41.0% | +60.0% | -101.0% | -50.6% |
| 1Y | -36.7% | +82.9% | -119.6% | -49.6% |
| 3Y | -8.6% | +66.0% | -74.6% | -31.5% |
| All | -8.6% | +61.7% | -70.3% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling