+82.5%
NUE vs ROIV
+203.5%
-121.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.8% |
| 7D | -2.7% | +19.0% | -21.6% | -4.1% |
| 30D | -6.1% | +16.1% | -22.2% | -7.3% |
| 3M | +2.2% | +44.1% | -41.9% | -2.3% |
| 6M | +50.8% | +37.8% | +12.9% | +44.3% |
| YTD | +57.5% | +88.7% | -31.1% | +43.7% |
| 1Y | +82.5% | +197.3% | -114.8% | +53.1% |
| All | +82.5% | +203.5% | -121.0% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling