+62.3%
NUE vs RL
+211.8%
-149.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | +1.8% | +1.9% | -0.1% | +1.2% |
| 30D | -6.0% | -12.2% | +6.3% | -2.4% |
| 3M | +1.4% | -6.6% | +8.1% | +2.9% |
| 6M | +52.8% | +3.2% | +49.7% | +49.0% |
| YTD | +58.1% | -1.3% | +59.4% | +55.9% |
| 1Y | +80.4% | +13.6% | +66.8% | +68.9% |
| 3Y | +62.3% | +210.9% | -148.6% | +9.0% |
| All | +62.3% | +211.8% | -149.6% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling