+82.5%
NUE vs RBRK
+6.4%
+76.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.5% |
| 7D | +4.2% | +0.7% | +3.6% | +4.3% |
| 30D | -5.0% | +10.4% | -15.4% | -4.6% |
| 3M | -0.2% | +21.6% | -21.9% | +0.7% |
| 6M | +49.1% | +70.7% | -21.6% | +50.1% |
| YTD | +61.0% | +22.5% | +38.5% | +60.0% |
| 1Y | +82.5% | +8.2% | +74.3% | +80.8% |
| All | +82.5% | +6.4% | +76.1% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling