+14,317.4%
NUE vs RGEN
+1,576.0%
+12,741.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | +4.2% | -4.9% | +9.1% | +4.5% |
| 30D | -5.0% | +5.7% | -10.7% | -5.3% |
| 3M | -0.2% | +32.4% | -32.7% | -1.9% |
| 6M | +49.1% | +33.2% | +16.0% | +46.4% |
| YTD | +61.0% | +2.3% | +58.7% | +60.2% |
| 1Y | +82.5% | +39.0% | +43.5% | +78.4% |
| 3Y | +57.9% | -4.6% | +62.6% | +56.1% |
| 5Y | +146.6% | -42.7% | +189.3% | +147.4% |
| 10Y | +561.6% | +433.6% | +128.0% | +493.3% |
| All | +14,317.4% | +1,576.0% | +12,741.4% | +9,967.0% |
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