+361.0%
ORLY vs NUE
+599.8%
-238.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | -2.4% | -0.6% | -1.7% | -2.2% |
| 30D | -6.8% | -4.6% | -2.2% | -6.0% |
| 3M | -4.8% | -0.3% | -4.4% | -5.0% |
| 6M | -9.1% | +51.9% | -61.0% | -17.0% |
| YTD | -5.9% | +60.0% | -65.9% | -15.2% |
| 1Y | -20.4% | +82.9% | -103.3% | -30.5% |
| 3Y | +36.6% | +66.0% | -29.4% | +18.8% |
| 5Y | +117.3% | +149.0% | -31.6% | +62.9% |
| All | +361.0% | +599.8% | -238.8% | +126.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling