+145.1%
NUE vs RGEN
-44.2%
+189.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.7% | -2.9% | +0.2% | -2.1% |
| 30D | -6.1% | -0.1% | -6.0% | -6.3% |
| 3M | +2.2% | +25.9% | -23.7% | -3.1% |
| 6M | +50.8% | +35.2% | +15.6% | +39.9% |
| YTD | +57.5% | +0.5% | +57.0% | +55.2% |
| 1Y | +82.5% | +37.0% | +45.5% | +66.9% |
| 3Y | +61.7% | +2.0% | +59.7% | +51.5% |
| 5Y | +145.1% | -44.2% | +189.3% | +115.2% |
| All | +145.1% | -44.2% | +189.4% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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