-9.7%
RKT vs NUE
+142.4%
-152.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.5% |
| 7D | -7.2% | -2.7% | -4.6% | -6.4% |
| 30D | -7.9% | -6.1% | -1.8% | -6.1% |
| 3M | +5.2% | +2.2% | +2.9% | +3.7% |
| 6M | -14.9% | +50.8% | -65.7% | -26.8% |
| YTD | -31.9% | +57.5% | -89.4% | -42.5% |
| 1Y | -36.9% | +82.5% | -119.4% | -49.6% |
| 3Y | +35.7% | +61.7% | -26.0% | +10.7% |
| 5Y | -9.7% | +145.1% | -154.8% | -37.8% |
| All | -9.7% | +142.4% | -152.1% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling