+23.7%
RCL vs NUE
+9.3%
+14.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.4% |
| 7D | -1.2% | +2.8% | -3.9% | -2.0% |
| 30D | +17.8% | -2.1% | +19.9% | +18.5% |
| 3M | +4.9% | -7.3% | +12.3% | +7.9% |
| 6M | +23.7% | +8.9% | +14.9% | +10.3% |
| All | +23.7% | +9.3% | +14.4% | +10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling