+227.1%
RCL vs NUE
+147.3%
+79.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -2.2% | -2.3% | +0.1% | -1.2% |
| 30D | -15.7% | -6.1% | -9.6% | -13.6% |
| 3M | -8.0% | +1.7% | -9.6% | -9.2% |
| 6M | -10.1% | +53.1% | -63.2% | -25.8% |
| YTD | -5.9% | +59.0% | -64.9% | -23.6% |
| 1Y | -23.5% | +85.3% | -108.8% | -42.1% |
| 3Y | +174.4% | +63.2% | +111.1% | +109.4% |
| 5Y | +227.1% | +146.8% | +80.4% | +112.7% |
| All | +227.1% | +147.3% | +79.8% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling