+119.2%
ORLY vs NUE
+146.6%
-27.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | -2.4% | -0.6% | -1.7% | -2.3% |
| 30D | -6.8% | -4.6% | -2.2% | -6.3% |
| 3M | -4.8% | -0.3% | -4.4% | -4.9% |
| 6M | -9.1% | +51.9% | -61.0% | -13.9% |
| YTD | -5.9% | +60.0% | -65.9% | -11.6% |
| 1Y | -20.4% | +82.9% | -103.3% | -26.6% |
| 3Y | +36.6% | +66.0% | -29.4% | +25.8% |
| All | +119.2% | +146.6% | -27.4% | +86.1% |
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