-42.0%
RIG vs NUE
+4,813.8%
-4,855.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | -8.2% | -2.3% | -5.9% | -7.1% |
| 30D | -0.2% | -6.1% | +5.9% | +2.7% |
| 3M | -2.7% | +1.7% | -4.4% | -4.4% |
| 6M | -7.5% | +53.1% | -60.5% | -26.5% |
| YTD | +38.3% | +59.0% | -20.8% | +7.7% |
| 1Y | +81.8% | +85.3% | -3.5% | +30.3% |
| 3Y | -30.2% | +63.2% | -93.4% | -47.5% |
| 5Y | +59.9% | +146.8% | -86.8% | -5.5% |
| 10Y | -41.9% | +584.3% | -626.2% | -77.4% |
| All | -42.0% | +4,813.8% | -4,855.7% | -86.6% |
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