+422.0%
NUE vs RVTY
+211.6%
+210.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.8% |
| 7D | +2.8% | -0.5% | +3.2% | +2.9% |
| 30D | -2.1% | +1.5% | -3.6% | -2.9% |
| 3M | -7.3% | +31.5% | -38.8% | -17.0% |
| 6M | +8.9% | +62.7% | -53.8% | -10.8% |
| YTD | +55.6% | +60.0% | -4.4% | +26.6% |
| 1Y | +74.7% | +65.7% | +9.0% | +39.9% |
| 3Y | +71.7% | +85.2% | -13.5% | +26.2% |
| 5Y | +141.2% | -14.9% | +156.1% | +140.5% |
| All | +422.0% | +211.6% | +210.4% | +161.5% |
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