+364.9%
NUE vs REPL
-6.0%
+370.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | +4.2% | -3.0% | +7.2% | +4.4% |
| 30D | -5.0% | +27.1% | -32.1% | -6.0% |
| 3M | -0.2% | +52.4% | -52.6% | -4.1% |
| 6M | +49.1% | +107.4% | -58.3% | +33.9% |
| YTD | +61.0% | +54.7% | +6.3% | +47.0% |
| 1Y | +82.5% | +158.9% | -76.3% | +55.8% |
| 3Y | +57.9% | -23.7% | +81.7% | +29.6% |
| 5Y | +146.6% | -54.3% | +200.9% | +107.1% |
| All | +364.9% | -6.0% | +370.9% | +206.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling