+713.0%
NUE vs RACE
+658.1%
+54.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.2% |
| 7D | -6.2% | +0.2% | -6.5% | -6.3% |
| 30D | +2.5% | +6.6% | -4.2% | -0.1% |
| 3M | -6.4% | +2.2% | -8.6% | -7.5% |
| 6M | +13.3% | +22.4% | -9.1% | +3.6% |
| YTD | +58.5% | +13.8% | +44.7% | +47.8% |
| 1Y | +81.9% | +2.2% | +79.7% | +76.7% |
| 3Y | +75.3% | +25.6% | +49.6% | +47.7% |
| 5Y | +149.9% | +71.0% | +78.9% | +78.9% |
| 10Y | +436.0% | +739.1% | -303.1% | +105.7% |
| All | +713.0% | +658.1% | +54.9% | +193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling