+145.3%
NUE vs REPL
-52.9%
+198.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.7% |
| 7D | +1.8% | -5.7% | +7.5% | +1.9% |
| 30D | -6.0% | +22.5% | -28.4% | -6.4% |
| 3M | +1.4% | +64.7% | -63.2% | -0.9% |
| 6M | +52.8% | +83.0% | -30.2% | +44.4% |
| YTD | +58.1% | +52.0% | +6.2% | +50.3% |
| 1Y | +80.4% | +144.5% | -64.1% | +63.8% |
| 3Y | +62.3% | -25.1% | +87.3% | +45.0% |
| All | +145.3% | -52.9% | +198.2% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling