+13,834.6%
NUE vs RGEN
+1,577.9%
+12,256.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.2% | -3.5% |
| 7D | +2.8% | -3.3% | +6.0% | +2.9% |
| 30D | -2.1% | -5.8% | +3.7% | -1.8% |
| 3M | -7.3% | +0.2% | -7.5% | -7.5% |
| 6M | +8.9% | +56.8% | -47.9% | +5.9% |
| YTD | +55.6% | +2.4% | +53.2% | +54.7% |
| 1Y | +74.7% | +11.4% | +63.2% | +72.8% |
| 3Y | +71.7% | +15.2% | +56.5% | +68.2% |
| 5Y | +141.2% | -35.1% | +176.3% | +140.6% |
| 10Y | +429.6% | +419.6% | +9.9% | +375.0% |
| All | +13,834.6% | +1,577.9% | +12,256.7% | +9,619.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling