-42.2%
RIG vs NUE
+599.8%
-642.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.8% |
| 7D | -3.1% | -0.6% | -2.4% | -2.7% |
| 30D | -0.5% | -4.6% | +4.0% | +2.3% |
| 3M | -6.0% | -0.3% | -5.7% | -7.2% |
| 6M | -10.1% | +51.9% | -62.0% | -36.1% |
| YTD | +37.3% | +60.0% | -22.7% | -6.3% |
| 1Y | +73.9% | +82.9% | -9.0% | +5.9% |
| 3Y | -30.2% | +66.0% | -96.1% | -56.3% |
| 5Y | +62.5% | +149.0% | -86.5% | -36.2% |
| All | -42.2% | +599.8% | -642.0% | -90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling