+82.5%
NUE vs ROP
-21.5%
+104.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.0% | -0.6% |
| 7D | +4.2% | -4.4% | +8.7% | +4.2% |
| 30D | -5.0% | +3.2% | -8.2% | -5.0% |
| 3M | -0.2% | +23.1% | -23.3% | -0.7% |
| 6M | +49.1% | +13.3% | +35.8% | +49.1% |
| YTD | +61.0% | -7.9% | +68.8% | +62.5% |
| 1Y | +82.5% | -22.1% | +104.6% | +88.4% |
| All | +82.5% | -21.5% | +104.0% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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