-41.6%
ORCL vs NUE
+70.9%
-112.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.5% |
| 7D | +8.0% | +2.8% | +5.2% | +7.3% |
| 30D | -4.0% | -2.1% | -1.9% | -3.4% |
| 3M | -19.5% | -7.3% | -12.1% | -18.3% |
| 6M | -33.5% | +8.9% | -42.3% | -34.2% |
| YTD | -34.8% | +55.6% | -90.4% | -38.6% |
| 1Y | -41.6% | +74.7% | -116.3% | -44.2% |
| All | -41.6% | +70.9% | -112.5% | -44.2% |
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 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