+565.3%
NUE vs RRC
+6.8%
+558.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | -2.7% | -1.2% | -1.5% | -2.4% |
| 30D | -6.1% | +3.0% | -9.0% | -6.7% |
| 3M | +2.2% | +7.3% | -5.0% | +0.4% |
| 6M | +50.8% | +3.6% | +47.2% | +48.6% |
| YTD | +57.5% | +19.4% | +38.2% | +50.2% |
| 1Y | +82.5% | +21.4% | +61.1% | +72.5% |
| 3Y | +61.7% | +32.8% | +28.9% | +47.5% |
| 5Y | +145.1% | +152.6% | -7.4% | +87.4% |
| All | +565.3% | +6.8% | +558.5% | +410.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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