+146.8%
NUE vs ROP
-16.4%
+163.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.2% |
| 7D | -2.3% | -6.1% | +3.8% | +0.7% |
| 30D | -6.1% | -3.4% | -2.7% | -4.8% |
| 3M | +1.7% | +16.7% | -15.0% | -7.4% |
| 6M | +53.1% | +8.1% | +45.0% | +44.7% |
| YTD | +59.0% | -11.7% | +70.7% | +69.6% |
| 1Y | +85.3% | -24.2% | +109.6% | +119.1% |
| 3Y | +63.2% | -19.0% | +82.2% | +81.7% |
| 5Y | +146.8% | -15.9% | +162.6% | +157.7% |
| All | +146.8% | -16.4% | +163.2% | +157.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling