+584.3%
NUE vs RY
+372.5%
+211.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.5% |
| 7D | -2.3% | -0.5% | -1.8% | -1.9% |
| 30D | -6.1% | -1.9% | -4.2% | -4.4% |
| 3M | +1.7% | +5.1% | -3.5% | -3.0% |
| 6M | +53.1% | +28.2% | +24.9% | +21.8% |
| YTD | +59.0% | +22.9% | +36.2% | +31.3% |
| 1Y | +85.3% | +45.5% | +39.9% | +30.9% |
| 3Y | +63.2% | +156.7% | -93.5% | -33.9% |
| 5Y | +146.8% | +137.7% | +9.1% | +7.9% |
| 10Y | +584.3% | +375.5% | +208.8% | +75.0% |
| All | +584.3% | +372.5% | +211.8% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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