+61.4%
NUE vs RACE
+40.8%
+20.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.3% |
| 7D | +4.2% | -2.5% | +6.7% | +4.6% |
| 30D | -5.0% | +0.8% | -5.7% | -5.2% |
| 3M | -0.2% | +17.2% | -17.4% | -2.9% |
| 6M | +49.1% | +13.6% | +35.6% | +45.4% |
| YTD | +61.0% | +12.2% | +48.8% | +56.9% |
| 1Y | +82.5% | -16.3% | +98.8% | +87.5% |
| All | +61.4% | +40.8% | +20.5% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 3y: compounded portfolio wealth divided by compounded RACE 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…
3y analysis · Full analysis span regression · 6 months rolling