+47.5%
ROK vs NUE
+146.6%
-99.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.1% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | -4.8% | -4.6% | -0.2% | -3.3% |
| 3M | -6.1% | -0.3% | -5.8% | -6.7% |
| 6M | +15.5% | +51.9% | -36.4% | -1.9% |
| YTD | +11.2% | +60.0% | -48.8% | -7.5% |
| 1Y | +23.8% | +82.9% | -59.0% | -2.2% |
| 3Y | +53.1% | +66.0% | -12.9% | +21.7% |
| All | +47.5% | +146.6% | -99.1% | +6.0% |
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