+66.0%
NUE vs RRX
+5.4%
+60.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +0.4% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | -4.6% | -6.1% | +1.6% | -2.7% |
| 3M | -0.3% | -23.1% | +22.7% | +6.4% |
| 6M | +51.9% | -19.5% | +71.4% | +58.1% |
| YTD | +60.0% | +16.1% | +43.9% | +45.1% |
| 1Y | +82.9% | +12.9% | +70.0% | +66.4% |
| 3Y | +66.0% | +7.9% | +58.0% | +60.9% |
| All | +66.0% | +5.4% | +60.6% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling