+87.8%
NUE vs RUN
-53.7%
+141.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.1% |
| 7D | -1.4% | +18.5% | -19.9% | -2.6% |
| 30D | +6.6% | +15.5% | -8.9% | +5.4% |
| 3M | -2.0% | -20.3% | +18.3% | -0.7% |
| 6M | +19.2% | -30.8% | +50.0% | +21.7% |
| YTD | +65.6% | -52.2% | +117.8% | +68.6% |
| 1Y | +87.8% | -53.9% | +141.7% | +91.5% |
| All | +87.8% | -53.7% | +141.6% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling