+74.7%
NUE vs ROP
+6.9%
+67.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.4% |
| 7D | +2.8% | +0.7% | +2.1% | +2.8% |
| 30D | -2.1% | +28.8% | -30.9% | -1.9% |
| 3M | -7.3% | +21.1% | -28.4% | -7.3% |
| 6M | +8.9% | +52.5% | -43.7% | +8.1% |
| YTD | +55.6% | +8.9% | +46.7% | +58.6% |
| 1Y | +74.7% | +8.2% | +66.4% | +79.2% |
| All | +74.7% | +6.9% | +67.8% | +79.2% |
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