+87.8%
NUE vs RBRK
+62.9%
+25.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.0% |
| 7D | -1.4% | -12.5% | +11.1% | -1.7% |
| 30D | +6.6% | -3.0% | +9.6% | +6.6% |
| 3M | -2.0% | +46.9% | -48.9% | -0.5% |
| 6M | +19.2% | +105.4% | -86.2% | +21.5% |
| YTD | +65.6% | +55.6% | +10.0% | +64.9% |
| 1Y | +87.8% | +63.9% | +23.9% | +89.2% |
| All | +87.8% | +62.9% | +25.0% | +89.2% |
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