+35.5%
ORCL vs NUE
+134.6%
-99.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.4% | +2.7% |
| 7D | +0.5% | -10.2% | +10.7% | +3.6% |
| 30D | -15.3% | -0.4% | -14.8% | -15.2% |
| 3M | -18.2% | -8.4% | -9.9% | -16.4% |
| 6M | -38.4% | +10.1% | -48.5% | -40.4% |
| YTD | -37.7% | +54.1% | -91.8% | -45.5% |
| 1Y | -49.3% | +74.7% | -124.0% | -57.3% |
| 3Y | +10.6% | +72.0% | -61.3% | -9.8% |
| 5Y | +35.5% | +136.4% | -100.9% | +0.2% |
| All | +35.5% | +134.6% | -99.1% | +0.2% |
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 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