+137.3%
UMC vs NUE
+55.6%
+81.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | +13.6% | -2.3% | +15.9% | +14.5% |
| 30D | +20.8% | -6.1% | +26.8% | +23.9% |
| 3M | +16.1% | +1.7% | +14.5% | +16.6% |
| 6M | +137.3% | +53.1% | +84.2% | +69.2% |
| All | +137.3% | +55.6% | +81.7% | +69.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling