+279.7%
UAL vs NUE
+962.5%
-682.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.0% | +5.8% |
| 7D | +10.2% | -10.2% | +20.4% | +17.0% |
| 30D | +12.0% | -0.4% | +12.5% | +12.0% |
| 3M | -7.1% | -8.4% | +1.3% | -3.3% |
| 6M | +20.9% | +10.1% | +10.8% | +12.6% |
| YTD | +7.7% | +54.1% | -46.4% | -17.7% |
| 1Y | +23.6% | +74.7% | -51.2% | -12.2% |
| 3Y | +222.6% | +72.0% | +150.6% | +123.6% |
| 5Y | +127.9% | +136.4% | -8.4% | +22.2% |
| 10Y | +100.2% | +434.6% | -334.4% | -37.3% |
| All | +279.7% | +962.5% | -682.8% | -22.1% |
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 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