+16.7%
RF vs NUE
+79.5%
-62.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | +2.7% | +1.8% | +0.9% | +2.1% |
| 30D | -3.4% | -6.0% | +2.6% | -1.7% |
| 3M | +6.4% | +1.4% | +4.9% | +5.8% |
| 6M | +13.4% | +52.8% | -39.4% | -3.4% |
| YTD | +14.2% | +58.1% | -43.9% | -3.4% |
| All | +16.7% | +79.5% | -62.9% | -6.6% |
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