+1,514.2%
RF vs NUE
+14,617.8%
-13,103.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | +1.3% | +4.2% | -2.9% | -0.4% |
| 30D | -3.6% | -5.0% | +1.4% | -1.7% |
| 3M | +8.1% | -0.2% | +8.3% | +7.5% |
| 6M | +11.5% | +49.1% | -37.7% | -6.3% |
| YTD | +15.6% | +61.0% | -45.4% | -6.0% |
| 1Y | +15.7% | +82.5% | -66.9% | -11.0% |
| 3Y | +86.9% | +57.9% | +29.0% | +48.6% |
| 5Y | +89.8% | +146.6% | -56.8% | +19.1% |
| 10Y | +344.7% | +561.6% | -216.9% | +87.8% |
| All | +1,514.2% | +14,617.8% | -13,103.6% | +274.6% |
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 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