+4,313.9%
NUE vs RSG
+1,999.8%
+2,314.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.7% | -1.8% | -0.9% | -1.9% |
| 30D | -6.1% | +2.8% | -8.9% | -7.2% |
| 3M | +2.2% | +4.3% | -2.1% | 0.0% |
| 6M | +50.8% | -0.5% | +51.3% | +49.8% |
| YTD | +57.5% | +5.2% | +52.3% | +52.6% |
| 1Y | +82.5% | -2.1% | +84.6% | +81.7% |
| 3Y | +61.7% | +56.5% | +5.2% | +30.0% |
| 5Y | +145.1% | +89.5% | +55.6% | +80.6% |
| 10Y | +577.8% | +424.8% | +153.0% | +233.2% |
| All | +4,313.9% | +1,999.8% | +2,314.1% | +1,154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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