+13.2%
NUE vs RBA
-6.5%
+19.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | -2.4% | +0.6% | -3.0% | -2.5% |
| 30D | +3.8% | +9.0% | -5.2% | +3.4% |
| 3M | -3.7% | +7.2% | -10.8% | -3.8% |
| 6M | +13.2% | -7.8% | +21.0% | +13.7% |
| All | +13.2% | -6.5% | +19.7% | +13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling