+575.6%
NUE vs RVTY
+145.6%
+430.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.5% |
| 7D | -0.6% | -4.5% | +3.9% | +1.1% |
| 30D | -4.6% | +5.5% | -10.0% | -6.7% |
| 3M | -0.3% | +22.5% | -22.8% | -8.4% |
| 6M | +51.9% | +38.9% | +13.0% | +31.8% |
| YTD | +60.0% | +28.7% | +31.2% | +41.9% |
| 1Y | +82.9% | +45.5% | +37.4% | +53.5% |
| 3Y | +66.0% | +16.4% | +49.6% | +46.7% |
| 5Y | +149.0% | -32.7% | +181.7% | +172.9% |
| All | +575.6% | +145.6% | +430.0% | +256.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling