+3,958.7%
NUE vs RBA
+4,097.8%
-139.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | +3.8% | +9.0% | -5.2% | +0.6% |
| 3M | -3.7% | +7.2% | -10.8% | -6.4% |
| 6M | +13.2% | -7.8% | +21.0% | +14.8% |
| YTD | +61.6% | -6.4% | +67.9% | +62.0% |
| 1Y | +83.6% | -4.2% | +87.8% | +82.5% |
| 3Y | +78.6% | +64.1% | +14.6% | +45.3% |
| 5Y | +148.0% | +48.4% | +99.6% | +102.3% |
| 10Y | +449.9% | +209.9% | +240.0% | +230.8% |
| All | +3,958.7% | +4,097.8% | -139.1% | +1,268.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling