+575.6%
NUE vs RMBS
+566.4%
+9.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.1% |
| 7D | -0.6% | +1.8% | -2.4% | -1.1% |
| 30D | -4.6% | -13.9% | +9.3% | -1.0% |
| 3M | -0.3% | -39.8% | +39.5% | +11.6% |
| 6M | +51.9% | -6.0% | +57.9% | +44.0% |
| YTD | +60.0% | -5.4% | +65.3% | +47.8% |
| 1Y | +82.9% | -1.8% | +84.7% | +62.4% |
| 3Y | +66.0% | +53.7% | +12.3% | +13.5% |
| 5Y | +149.0% | +268.5% | -119.6% | +10.6% |
| All | +575.6% | +566.4% | +9.2% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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