+82.9%
NUE vs REPL
+119.0%
-36.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.6% |
| 7D | -0.6% | -14.1% | +13.5% | -0.6% |
| 30D | -4.6% | -15.2% | +10.7% | -4.5% |
| 3M | -0.3% | +49.9% | -50.2% | -0.4% |
| 6M | +51.9% | +63.5% | -11.7% | +50.7% |
| YTD | +60.0% | +32.9% | +27.1% | +59.9% |
| 1Y | +82.9% | +115.0% | -32.1% | +74.9% |
| All | +82.9% | +119.0% | -36.1% | +74.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling