+14,142.9%
NUE vs RRX
+3,824.6%
+10,318.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.6% |
| 7D | -2.3% | -0.7% | -1.6% | -2.0% |
| 30D | -6.1% | -8.0% | +1.9% | -2.8% |
| 3M | +1.7% | -25.1% | +26.7% | +12.2% |
| 6M | +53.1% | -18.3% | +71.4% | +60.8% |
| YTD | +59.0% | +14.2% | +44.9% | +43.4% |
| 1Y | +85.3% | +13.0% | +72.3% | +66.4% |
| 3Y | +63.2% | +4.2% | +59.0% | +43.8% |
| 5Y | +146.8% | +17.9% | +128.9% | +103.2% |
| 10Y | +584.3% | +220.4% | +363.9% | +272.3% |
| All | +14,142.9% | +3,824.6% | +10,318.3% | +4,955.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling