+87.8%
NUE vs RBA
-2.0%
+89.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.1% | -2.4% |
| 7D | -1.4% | +12.7% | -14.1% | -3.2% |
| 30D | +6.6% | +15.5% | -9.0% | +4.2% |
| 3M | -2.0% | -14.0% | +12.0% | +0.9% |
| 6M | +19.2% | -8.8% | +28.0% | +20.7% |
| YTD | +65.6% | -6.9% | +72.5% | +62.9% |
| 1Y | +87.8% | -3.0% | +90.8% | +82.6% |
| All | +87.8% | -2.0% | +89.8% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling