+616.3%
NUE vs RNG
+305.9%
+310.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -2.3% | -4.1% | +1.8% | -1.8% |
| 30D | -6.1% | +8.6% | -14.7% | -7.1% |
| 3M | +1.7% | +78.0% | -76.3% | -5.9% |
| 6M | +53.1% | +67.0% | -14.0% | +41.7% |
| YTD | +59.0% | +142.4% | -83.4% | +38.4% |
| 1Y | +85.3% | +120.4% | -35.1% | +63.1% |
| 3Y | +63.2% | +122.1% | -58.9% | +40.3% |
| 5Y | +146.8% | -69.8% | +216.6% | +150.2% |
| 10Y | +584.3% | +223.4% | +360.9% | +325.4% |
| All | +616.3% | +305.9% | +310.5% | +326.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling