+14,059.5%
NUE vs RVTY
+2,356.0%
+11,703.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.0% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | -6.0% | +10.8% | -16.8% | -9.1% |
| 3M | +1.4% | +26.8% | -25.3% | -6.3% |
| 6M | +52.8% | +39.3% | +13.5% | +36.3% |
| YTD | +58.1% | +31.6% | +26.5% | +42.8% |
| 1Y | +80.4% | +47.7% | +32.7% | +56.6% |
| 3Y | +62.3% | +19.9% | +42.4% | +46.4% |
| 5Y | +146.2% | -32.3% | +178.5% | +160.9% |
| 10Y | +549.5% | +138.4% | +411.1% | +359.5% |
| All | +14,059.5% | +2,356.0% | +11,703.5% | +4,783.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling