-73.5%
OPEN vs NUE
+85.4%
-158.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -0.8% |
| 7D | -11.4% | -0.6% | -10.8% | -11.3% |
| 30D | -20.1% | -4.6% | -15.5% | -19.1% |
| 3M | -37.6% | -0.3% | -37.3% | -36.6% |
| 6M | -47.1% | +51.9% | -98.9% | -54.9% |
| YTD | -52.1% | +60.0% | -112.1% | -59.9% |
| 1Y | -73.5% | +82.9% | -156.4% | -79.5% |
| All | -73.5% | +85.4% | -158.9% | -79.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling