+66.0%
NUE vs RMD
+49.9%
+16.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | -0.6% | -4.4% | +3.8% | 0.0% |
| 30D | -4.6% | -3.1% | -1.4% | -4.2% |
| 3M | -0.3% | +13.8% | -14.1% | -2.6% |
| 6M | +51.9% | -8.6% | +60.5% | +53.7% |
| YTD | +60.0% | -8.6% | +68.6% | +61.9% |
| 1Y | +82.9% | -19.7% | +102.6% | +88.9% |
| 3Y | +66.0% | +48.4% | +17.6% | +56.2% |
| All | +66.0% | +49.9% | +16.1% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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