+65.0%
NUE vs REPL
-27.0%
+92.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.6% |
| 7D | -2.3% | -9.6% | +7.3% | -2.1% |
| 30D | -6.1% | +5.7% | -11.8% | -6.2% |
| 3M | +1.7% | +56.4% | -54.7% | +0.2% |
| 6M | +53.1% | +67.4% | -14.4% | +47.7% |
| YTD | +59.0% | +48.7% | +10.4% | +53.8% |
| 1Y | +85.3% | +148.3% | -62.9% | +72.5% |
| All | +65.0% | -27.0% | +92.0% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling