+20.0%
YUM vs NUE
+146.6%
-126.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.3% |
| 7D | -6.1% | -0.6% | -5.4% | -6.0% |
| 30D | -5.8% | -4.6% | -1.3% | -5.4% |
| 3M | -7.6% | -0.3% | -7.3% | -7.8% |
| 6M | -9.1% | +51.9% | -61.0% | -14.4% |
| YTD | -5.5% | +60.0% | -65.5% | -11.7% |
| 1Y | -3.7% | +82.9% | -86.6% | -11.8% |
| 3Y | +17.8% | +66.0% | -48.2% | +7.4% |
| All | +20.0% | +146.6% | -126.5% | +1.4% |
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