+1.7%
OXY vs NUE
+61.7%
-60.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | +2.8% | -0.6% | +3.5% | +3.0% |
| 30D | +5.5% | -4.6% | +10.0% | +6.5% |
| 3M | +11.3% | -0.3% | +11.6% | +10.8% |
| 6M | +11.6% | +51.9% | -40.3% | -2.3% |
| YTD | +51.6% | +60.0% | -8.4% | +30.3% |
| 1Y | +36.2% | +82.9% | -46.7% | +11.5% |
| 3Y | +1.7% | +66.0% | -64.3% | -17.8% |
| All | +1.7% | +61.7% | -60.0% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling