+575.6%
NUE vs RNG
+222.9%
+352.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | -0.6% | -6.1% | +5.5% | +0.1% |
| 30D | -4.6% | +9.6% | -14.2% | -5.7% |
| 3M | -0.3% | +83.3% | -83.6% | -7.7% |
| 6M | +51.9% | +77.9% | -26.1% | +40.1% |
| YTD | +60.0% | +139.9% | -79.9% | +40.3% |
| 1Y | +82.9% | +121.7% | -38.8% | +61.8% |
| 3Y | +66.0% | +121.9% | -55.9% | +43.6% |
| 5Y | +149.0% | -68.4% | +217.3% | +145.9% |
| All | +575.6% | +222.9% | +352.8% | +268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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