+145.1%
NUE vs RVTY
-34.5%
+179.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.2% |
| 7D | -2.7% | -7.4% | +4.7% | -0.3% |
| 30D | -6.1% | +4.5% | -10.6% | -7.6% |
| 3M | +2.2% | +19.5% | -17.2% | -4.1% |
| 6M | +50.8% | +34.1% | +16.7% | +35.2% |
| YTD | +57.5% | +25.3% | +32.3% | +43.5% |
| 1Y | +82.5% | +47.0% | +35.5% | +56.5% |
| 3Y | +61.7% | +14.1% | +47.6% | +47.4% |
| 5Y | +145.1% | -34.6% | +179.7% | +154.7% |
| All | +145.1% | -34.5% | +179.6% | +154.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling