+28.6%
ROK vs NUE
+82.6%
-54.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +0.7% | +4.2% | -3.5% | -0.7% |
| 30D | -3.3% | -5.0% | +1.7% | -1.8% |
| 3M | -5.9% | -0.2% | -5.6% | -6.0% |
| 6M | +13.9% | +49.1% | -35.3% | -3.8% |
| YTD | +12.6% | +61.0% | -48.4% | -6.6% |
| 1Y | +28.6% | +82.5% | -53.9% | +2.4% |
| All | +28.6% | +82.6% | -54.0% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling