+690.1%
NUE vs RACE
+663.9%
+26.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.5% |
| 7D | -10.2% | +3.9% | -14.2% | -11.6% |
| 30D | -0.4% | +7.4% | -7.9% | -3.2% |
| 3M | -8.4% | +1.6% | -10.0% | -9.3% |
| 6M | +10.1% | +23.3% | -13.2% | +0.4% |
| YTD | +54.1% | +14.7% | +39.4% | +43.2% |
| 1Y | +74.7% | +2.5% | +72.2% | +69.6% |
| 3Y | +72.0% | +28.0% | +44.0% | +43.8% |
| 5Y | +136.4% | +69.8% | +66.6% | +69.8% |
| 10Y | +434.6% | +734.9% | -300.3% | +105.4% |
| All | +690.1% | +663.9% | +26.2% | +184.0% |
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