+54.2%
RGTI vs NUE
+256.8%
-202.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.8% | 0.0% |
| 7D | +0.5% | -0.6% | +1.1% | +0.7% |
| 30D | -17.1% | -4.6% | -12.5% | -15.5% |
| 3M | -26.0% | -0.3% | -25.7% | -26.6% |
| 6M | -9.9% | +51.9% | -61.7% | -25.7% |
| YTD | -31.1% | +60.0% | -91.0% | -44.6% |
| 1Y | -8.5% | +82.9% | -91.4% | -31.0% |
| 3Y | +652.2% | +66.0% | +586.2% | +480.7% |
| 5Y | +56.8% | +149.0% | -92.2% | +12.0% |
| All | +54.2% | +256.8% | -202.6% | +10.5% |
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