+8,642.6%
NUE vs ROP
+30,173.0%
-21,530.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.6% |
| 7D | +2.8% | +0.7% | +2.1% | +2.5% |
| 30D | -2.1% | +28.8% | -30.9% | -11.3% |
| 3M | -7.3% | +21.1% | -28.4% | -14.4% |
| 6M | +8.9% | +52.5% | -43.7% | -8.4% |
| YTD | +55.6% | +8.9% | +46.7% | +47.2% |
| 1Y | +74.7% | +8.2% | +66.4% | +65.6% |
| 3Y | +71.7% | -5.2% | +76.8% | +70.7% |
| 5Y | +141.2% | +1.7% | +139.5% | +134.0% |
| 10Y | +429.6% | +185.4% | +244.2% | +258.6% |
| All | +8,642.6% | +30,173.0% | -21,530.3% | +2,798.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling