-6.1%
RDW vs NUE
+146.6%
-152.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -3.1% |
| 7D | +0.9% | -0.6% | +1.5% | +1.1% |
| 30D | -21.3% | -4.6% | -16.7% | -19.5% |
| 3M | -37.9% | -0.3% | -37.5% | -38.5% |
| 6M | +12.3% | +51.9% | -39.6% | -9.3% |
| YTD | +39.7% | +60.0% | -20.2% | +10.2% |
| 1Y | +25.7% | +82.9% | -57.2% | -7.4% |
| 3Y | +230.8% | +66.0% | +164.9% | +147.1% |
| All | -6.1% | +146.6% | -152.7% | -44.8% |
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 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