+625.4%
NUE vs RUN
-29.4%
+654.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.5% | -2.2% |
| 7D | +1.8% | +10.2% | -8.4% | +0.8% |
| 30D | -6.0% | -9.6% | +3.7% | -5.1% |
| 3M | +1.4% | -31.5% | +32.9% | +4.8% |
| 6M | +52.8% | -18.7% | +71.5% | +54.4% |
| YTD | +58.1% | -49.9% | +108.0% | +65.5% |
| 1Y | +80.4% | -45.5% | +125.9% | +85.8% |
| 3Y | +62.3% | -34.1% | +96.4% | +43.5% |
| 5Y | +146.2% | -79.4% | +225.6% | +137.0% |
| 10Y | +549.5% | +48.9% | +500.6% | +346.5% |
| All | +625.4% | -29.4% | +654.8% | +401.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling