-2.7%
RIG vs NUE
+0.7%
-3.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -8.2% | -2.3% | -5.9% | -7.7% |
| 30D | -0.2% | -6.1% | +5.9% | +1.4% |
| 3M | -2.7% | +1.7% | -4.4% | -3.4% |
| All | -2.7% | +0.7% | -3.4% | -3.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling