-23.6%
RKT vs NUE
+546.4%
-570.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.2% |
| 7D | +6.0% | +1.8% | +4.2% | +5.4% |
| 30D | +0.7% | -6.0% | +6.6% | +2.4% |
| 3M | +11.8% | +1.4% | +10.4% | +10.7% |
| 6M | -7.6% | +52.8% | -60.5% | -19.3% |
| YTD | -28.7% | +58.1% | -86.8% | -38.5% |
| 1Y | -32.6% | +80.4% | -113.0% | -44.3% |
| 3Y | +42.1% | +62.3% | -20.2% | +18.9% |
| 5Y | -7.2% | +146.2% | -153.4% | -31.2% |
| All | -23.6% | +546.4% | -570.0% | -62.5% |
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