+559.3%
ROKU vs NUE
+468.8%
+90.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | 0.0% |
| 7D | -0.4% | -0.6% | +0.2% | -0.2% |
| 30D | +2.1% | -4.6% | +6.6% | +3.5% |
| 3M | +29.5% | -0.3% | +29.8% | +28.9% |
| 6M | +53.8% | +51.9% | +1.9% | +32.3% |
| YTD | +42.8% | +60.0% | -17.2% | +20.2% |
| 1Y | +60.7% | +82.9% | -22.2% | +28.4% |
| 3Y | +83.9% | +66.0% | +17.9% | +48.2% |
| 5Y | -52.8% | +149.0% | -201.8% | -66.7% |
| All | +559.3% | +468.8% | +90.5% | +286.1% |
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