+94.3%
ORCL vs NUE
+142.0%
-47.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.1% | +2.8% |
| 7D | +15.0% | +1.8% | +13.2% | +14.4% |
| 30D | +10.5% | -6.0% | +16.5% | +12.3% |
| 3M | -23.0% | +1.4% | -24.4% | -23.7% |
| 6M | +7.0% | +52.8% | -45.8% | -5.4% |
| YTD | -15.8% | +58.1% | -73.9% | -26.6% |
| 1Y | -31.1% | +80.4% | -111.5% | -42.3% |
| 3Y | +33.3% | +62.3% | -29.0% | +10.7% |
| 5Y | +94.3% | +146.2% | -51.9% | +45.4% |
| All | +94.3% | +142.0% | -47.7% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling