+565.3%
NUE vs RL
+308.3%
+257.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.1% |
| 7D | -2.7% | -2.2% | -0.5% | -1.9% |
| 30D | -6.1% | -15.3% | +9.3% | +0.2% |
| 3M | +2.2% | -10.3% | +12.6% | +6.0% |
| 6M | +50.8% | -2.2% | +53.0% | +49.3% |
| YTD | +57.5% | -4.3% | +61.8% | +56.8% |
| 1Y | +82.5% | +8.9% | +73.6% | +71.4% |
| 3Y | +61.7% | +201.4% | -139.7% | -5.2% |
| 5Y | +145.1% | +230.6% | -85.4% | +34.2% |
| All | +565.3% | +308.3% | +257.0% | +232.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling