+53,204.8%
ORLY vs NUE
+5,001.6%
+48,203.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.5% |
| 7D | -2.1% | -2.7% | +0.5% | -1.6% |
| 30D | -7.6% | -6.1% | -1.6% | -6.5% |
| 3M | -5.5% | +2.2% | -7.7% | -6.3% |
| 6M | -9.7% | +50.8% | -60.5% | -18.2% |
| YTD | -6.2% | +57.5% | -63.8% | -16.0% |
| 1Y | -18.6% | +82.5% | -101.1% | -29.8% |
| 3Y | +33.8% | +61.7% | -27.8% | +15.6% |
| 5Y | +116.5% | +145.1% | -28.6% | +63.2% |
| 10Y | +361.0% | +577.8% | -216.8% | +159.1% |
| All | +53,204.8% | +5,001.6% | +48,203.2% | +16,492.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling