+15,187.3%
ROK vs NUE
+14,354.5%
+832.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.4% |
| 7D | +2.8% | +1.8% | +1.0% | +2.0% |
| 30D | -2.4% | -6.0% | +3.6% | -0.2% |
| 3M | -4.7% | +1.4% | -6.1% | -6.0% |
| 6M | +16.8% | +52.8% | -36.1% | -2.0% |
| YTD | +11.4% | +58.1% | -46.8% | -7.9% |
| 1Y | +26.2% | +80.4% | -54.2% | -1.4% |
| 3Y | +51.9% | +62.3% | -10.4% | +20.8% |
| 5Y | +46.4% | +146.2% | -99.8% | -6.2% |
| 10Y | +343.5% | +549.5% | -206.0% | +84.4% |
| All | +15,187.3% | +14,354.5% | +832.8% | +2,031.6% |
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