+146.8%
NUE vs RBA
+39.8%
+107.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -2.3% | -1.9% | -0.4% | -1.8% |
| 30D | -6.1% | -13.0% | +6.9% | -2.6% |
| 3M | +1.7% | -23.1% | +24.8% | +8.5% |
| 6M | +53.1% | -22.6% | +75.7% | +62.7% |
| YTD | +59.0% | -20.4% | +79.4% | +66.9% |
| 1Y | +85.3% | -29.6% | +114.9% | +101.6% |
| 3Y | +63.2% | +26.6% | +36.7% | +48.7% |
| 5Y | +146.8% | +38.2% | +108.6% | +97.8% |
| All | +146.8% | +39.8% | +107.0% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling