+725.7%
NUE vs RACE
+647.6%
+78.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | +4.2% | -2.5% | +6.7% | +5.2% |
| 30D | -5.0% | +0.8% | -5.7% | -5.5% |
| 3M | -0.2% | +17.2% | -17.4% | -6.7% |
| 6M | +49.1% | +13.6% | +35.6% | +40.3% |
| YTD | +61.0% | +12.2% | +48.8% | +51.1% |
| 1Y | +82.5% | -16.3% | +98.8% | +90.7% |
| 3Y | +57.9% | +36.4% | +21.5% | +28.0% |
| 5Y | +146.6% | +95.0% | +51.6% | +66.7% |
| 10Y | +561.6% | +813.2% | -251.6% | +147.0% |
| All | +725.7% | +647.6% | +78.1% | +199.7% |
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