+251.3%
UAL vs NUE
+1,010.3%
-759.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.8% |
| 7D | +0.7% | +4.2% | -3.5% | -1.7% |
| 30D | -16.1% | -5.0% | -11.1% | -13.7% |
| 3M | +6.1% | -0.2% | +6.4% | +5.4% |
| 6M | +10.8% | +49.1% | -38.3% | -12.7% |
| YTD | -0.4% | +61.0% | -61.4% | -25.1% |
| 1Y | +5.0% | +82.5% | -77.5% | -27.0% |
| 3Y | +124.0% | +57.9% | +66.1% | +64.0% |
| 5Y | +141.0% | +146.6% | -5.6% | +25.7% |
| 10Y | +118.0% | +561.6% | -443.6% | -39.3% |
| All | +251.3% | +1,010.3% | -759.0% | -29.1% |
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