+407.8%
NUE vs ROIV
+298.6%
+109.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.8% |
| 7D | -2.4% | +9.5% | -11.9% | -3.2% |
| 30D | +3.8% | +21.0% | -17.2% | +2.0% |
| 3M | -3.7% | +18.7% | -22.4% | -5.4% |
| 6M | +13.2% | +44.5% | -31.3% | +8.8% |
| YTD | +61.6% | +92.9% | -31.3% | +50.6% |
| 1Y | +83.6% | +100.2% | -16.6% | +70.5% |
| 3Y | +78.6% | +375.0% | -296.4% | +53.2% |
| 5Y | +148.0% | +435.2% | -287.2% | +96.0% |
| All | +407.8% | +298.6% | +109.3% | +313.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling