-34.7%
UPS vs NUE
+146.6%
-181.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | -0.1% |
| 7D | -2.0% | -0.6% | -1.3% | -1.8% |
| 30D | -2.0% | -4.6% | +2.6% | -0.9% |
| 3M | -6.2% | -0.3% | -5.9% | -6.6% |
| 6M | +2.8% | +51.9% | -49.1% | -8.8% |
| YTD | +5.9% | +60.0% | -54.1% | -7.4% |
| 1Y | +26.2% | +82.9% | -56.6% | +6.4% |
| 3Y | -26.0% | +66.0% | -92.0% | -38.1% |
| All | -34.7% | +146.6% | -181.2% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling