+63.4%
NUE vs RUN
-38.5%
+101.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.9% |
| 7D | -2.7% | -3.4% | +0.7% | -2.5% |
| 30D | -6.1% | -14.0% | +7.9% | -5.4% |
| 3M | +2.2% | -27.5% | +29.7% | +3.6% |
| 6M | +50.8% | -29.0% | +79.7% | +52.6% |
| YTD | +57.5% | -53.1% | +110.6% | +61.4% |
| 1Y | +82.5% | -46.7% | +129.2% | +85.5% |
| All | +63.4% | -38.5% | +101.9% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling