+1,402.2%
RF vs NUE
+13,742.9%
-12,340.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -0.9% | -10.6% | +9.6% | +3.5% |
| 30D | +6.0% | -0.6% | +6.6% | +6.0% |
| 3M | -8.9% | -9.7% | +0.8% | -5.7% |
| 6M | +2.3% | +5.1% | -2.8% | -1.1% |
| YTD | +7.6% | +51.4% | -43.9% | -10.8% |
| 1Y | +21.2% | +71.3% | -50.2% | -4.5% |
| 3Y | +108.5% | +66.8% | +41.7% | +61.4% |
| 5Y | +43.2% | +134.8% | -91.6% | -8.6% |
| 10Y | +288.1% | +506.1% | -218.1% | +68.8% |
| All | +1,402.2% | +13,742.9% | -12,340.7% | +255.2% |
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