+244.8%
UAL vs NUE
+973.2%
-728.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.7% | +0.2% |
| 7D | -3.0% | +2.8% | -5.8% | -4.6% |
| 30D | +10.5% | -2.1% | +12.6% | +11.5% |
| 3M | -13.5% | -7.3% | -6.2% | -10.6% |
| 6M | +14.2% | +8.9% | +5.4% | +7.0% |
| YTD | -2.2% | +55.6% | -57.9% | -25.8% |
| 1Y | +12.5% | +74.7% | -62.2% | -20.1% |
| 3Y | +186.8% | +71.7% | +115.2% | +98.9% |
| 5Y | +119.4% | +141.2% | -21.8% | +16.2% |
| 10Y | +81.4% | +429.6% | -348.1% | -43.0% |
| All | +244.8% | +973.2% | -728.4% | -29.7% |
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