+80.1%
NUE vs RVTY
+46.5%
+33.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.5% |
| 7D | -2.7% | -7.4% | +4.7% | -1.3% |
| 30D | -6.1% | +4.5% | -10.6% | -6.8% |
| 3M | +2.2% | +19.5% | -17.2% | -1.6% |
| 6M | +50.8% | +34.1% | +16.7% | +40.5% |
| YTD | +57.5% | +25.3% | +32.3% | +47.5% |
| All | +80.1% | +46.5% | +33.6% | +67.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling