+87.8%
NUE vs RL
+34.3%
+53.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.5% | -6.5% | -2.7% |
| 7D | -1.4% | +5.8% | -7.2% | -2.2% |
| 30D | +6.6% | +12.7% | -6.2% | +4.7% |
| 3M | -2.0% | +9.3% | -11.3% | -3.1% |
| 6M | +19.2% | +16.9% | +2.3% | +16.1% |
| YTD | +65.6% | +17.5% | +48.1% | +58.8% |
| 1Y | +87.8% | +34.6% | +53.2% | +73.3% |
| All | +87.8% | +34.3% | +53.5% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling