+14,317.4%
NUE vs RRC
+1,202.2%
+13,115.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.4% |
| 7D | +4.2% | +1.3% | +2.9% | +4.0% |
| 30D | -5.0% | +10.1% | -15.1% | -6.6% |
| 3M | -0.2% | +4.0% | -4.2% | -1.1% |
| 6M | +49.1% | +1.6% | +47.6% | +48.0% |
| YTD | +61.0% | +19.7% | +41.3% | +55.2% |
| 1Y | +82.5% | +21.4% | +61.1% | +75.0% |
| 3Y | +57.9% | +29.7% | +28.3% | +48.0% |
| 5Y | +146.6% | +153.9% | -7.3% | +100.6% |
| 10Y | +561.6% | +10.8% | +550.8% | +432.0% |
| All | +14,317.4% | +1,202.2% | +13,115.2% | +9,929.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling