+3,808.7%
NUE vs RBA
+4,075.0%
-266.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.8% |
| 7D | +2.8% | +1.7% | +1.0% | +2.1% |
| 30D | -2.1% | +8.3% | -10.4% | -5.0% |
| 3M | -7.3% | +10.5% | -17.9% | -10.9% |
| 6M | +8.9% | -5.9% | +14.7% | +9.6% |
| YTD | +55.6% | -6.9% | +62.5% | +56.2% |
| 1Y | +74.7% | -4.9% | +79.5% | +74.0% |
| 3Y | +71.7% | +64.5% | +7.2% | +39.5% |
| 5Y | +141.2% | +46.1% | +95.1% | +97.9% |
| 10Y | +429.6% | +208.2% | +221.3% | +219.1% |
| All | +3,808.7% | +4,075.0% | -266.3% | +1,220.3% |
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