+3,944.1%
NUE vs RBA
+3,565.6%
+378.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | +4.2% | -2.9% | +7.1% | +5.3% |
| 30D | -5.0% | -12.3% | +7.3% | -0.9% |
| 3M | -0.2% | -20.5% | +20.3% | +6.8% |
| 6M | +49.1% | -18.5% | +67.7% | +58.0% |
| YTD | +61.0% | -18.2% | +79.2% | +69.5% |
| 1Y | +82.5% | -27.5% | +110.0% | +100.0% |
| 3Y | +57.9% | +38.1% | +19.8% | +36.0% |
| 5Y | +146.6% | +44.8% | +101.8% | +102.6% |
| 10Y | +561.6% | +187.1% | +374.5% | +310.2% |
| All | +3,944.1% | +3,565.6% | +378.6% | +1,332.7% |
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