+64.0%
NUE vs ROIV
+227.9%
-163.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.8% | -20.5% | -4.5% |
| 7D | +1.8% | +20.2% | -18.4% | -1.2% |
| 30D | -6.0% | +14.1% | -20.1% | -8.0% |
| 3M | +1.4% | +45.6% | -44.2% | -5.1% |
| 6M | +52.8% | +44.1% | +8.7% | +42.7% |
| YTD | +58.1% | +91.2% | -33.0% | +39.6% |
| 1Y | +80.4% | +221.3% | -140.9% | +44.2% |
| All | +64.0% | +227.9% | -163.9% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling