+179.4%
RCL vs NUE
+59.4%
+120.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.5% |
| 7D | -0.5% | +1.8% | -2.2% | -1.3% |
| 30D | -17.3% | -6.0% | -11.4% | -15.3% |
| 3M | -2.8% | +1.4% | -4.2% | -4.0% |
| 6M | -4.4% | +52.8% | -57.2% | -21.3% |
| YTD | -4.2% | +58.1% | -62.3% | -22.2% |
| 1Y | -23.4% | +80.4% | -103.8% | -41.5% |
| 3Y | +179.4% | +62.3% | +117.1% | +98.5% |
| All | +179.4% | +59.4% | +120.0% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 3y: compounded portfolio wealth divided by compounded NUE 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…
3y analysis · Full analysis span regression · 6 months rolling