+155.9%
NUE vs RVMD
+576.1%
-420.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.5% |
| 7D | -0.6% | -3.0% | +2.3% | -0.3% |
| 30D | -4.6% | -0.7% | -3.8% | -4.5% |
| 3M | -0.3% | +36.5% | -36.9% | -4.3% |
| 6M | +51.9% | +104.6% | -52.7% | +37.0% |
| YTD | +60.0% | +155.8% | -95.8% | +38.7% |
| 1Y | +82.9% | +340.7% | -257.8% | +46.2% |
| 3Y | +66.0% | +519.9% | -454.0% | +23.5% |
| All | +155.9% | +576.1% | -420.2% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 5y: compounded portfolio wealth divided by compounded RVMD 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…
5y analysis · Full analysis span regression · 6 months rolling