+422.0%
NUE vs ROP
+185.2%
+236.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.7% |
| 7D | +2.8% | +0.7% | +2.1% | +2.3% |
| 30D | -2.1% | +28.8% | -30.9% | -16.0% |
| 3M | -7.3% | +21.1% | -28.4% | -18.1% |
| 6M | +8.9% | +52.5% | -43.7% | -17.6% |
| YTD | +55.6% | +8.9% | +46.7% | +43.9% |
| 1Y | +74.7% | +8.2% | +66.4% | +62.1% |
| 3Y | +71.7% | -5.2% | +76.8% | +72.2% |
| 5Y | +141.2% | +1.7% | +139.5% | +128.6% |
| All | +422.0% | +185.2% | +236.8% | +136.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling