-15.2%
RDW vs NUE
+72.6%
-87.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -8.3% | -11.5% | -12.9% |
| 7D | -32.4% | -10.8% | -21.7% | -25.2% |
| 30D | -41.7% | -2.1% | -39.6% | -39.6% |
| 3M | -42.3% | -10.4% | -31.9% | -36.3% |
| 6M | -28.8% | +6.4% | -35.1% | -31.3% |
| YTD | -18.6% | +51.9% | -70.4% | -37.8% |
| 1Y | -15.2% | +71.1% | -86.3% | -42.8% |
| All | -15.2% | +72.6% | -87.8% | -42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling