+87.8%
NUE vs ROP
+10.4%
+77.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -2.0% |
| 7D | -1.4% | +11.7% | -13.1% | -1.3% |
| 30D | +6.6% | +35.5% | -28.9% | +6.5% |
| 3M | -2.0% | +25.6% | -27.6% | -2.2% |
| 6M | +19.2% | +39.3% | -20.0% | +19.0% |
| YTD | +65.6% | +11.6% | +54.0% | +71.7% |
| 1Y | +87.8% | +10.6% | +77.2% | +96.0% |
| All | +87.8% | +10.4% | +77.4% | +96.0% |
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