+565.3%
NUE vs RBA
+195.3%
+370.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.6% |
| 7D | -2.7% | -3.3% | +0.6% | -1.5% |
| 30D | -6.1% | -9.8% | +3.7% | -2.8% |
| 3M | +2.2% | -23.5% | +25.7% | +11.3% |
| 6M | +50.8% | -21.5% | +72.3% | +62.3% |
| YTD | +57.5% | -21.2% | +78.7% | +68.3% |
| 1Y | +82.5% | -30.2% | +112.7% | +103.7% |
| 3Y | +61.7% | +25.3% | +36.4% | +42.1% |
| 5Y | +145.1% | +35.1% | +110.0% | +101.4% |
| All | +565.3% | +195.3% | +370.0% | +246.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling