+1,435.1%
RF vs NUE
+13,984.2%
-12,549.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.4% | +1.5% |
| 7D | -0.1% | -10.2% | +10.1% | +4.2% |
| 30D | +7.0% | -0.4% | +7.5% | +6.9% |
| 3M | -7.0% | -8.4% | +1.3% | -4.4% |
| 6M | +6.8% | +10.1% | -3.3% | +1.3% |
| YTD | +9.9% | +54.1% | -44.2% | -9.5% |
| 1Y | +21.1% | +74.7% | -53.6% | -5.3% |
| 3Y | +119.6% | +72.0% | +47.7% | +67.9% |
| 5Y | +46.2% | +136.4% | -90.2% | -6.9% |
| 10Y | +261.5% | +434.6% | -173.1% | +64.5% |
| All | +1,435.1% | +13,984.2% | -12,549.1% | +260.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling