+354.9%
NUE vs REPL
-17.3%
+372.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.4% | +7.4% | -0.6% |
| 7D | -2.7% | -13.4% | +10.7% | -2.1% |
| 30D | -6.1% | -3.0% | -3.1% | -6.0% |
| 3M | +2.2% | +56.3% | -54.1% | -1.9% |
| 6M | +50.8% | +60.9% | -10.1% | +37.4% |
| YTD | +57.5% | +36.2% | +21.3% | +44.6% |
| 1Y | +82.5% | +121.0% | -38.6% | +56.9% |
| 3Y | +61.7% | -32.8% | +94.5% | +33.4% |
| 5Y | +145.1% | -58.7% | +203.8% | +106.3% |
| All | +354.9% | -17.3% | +372.1% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling