-34.7%
ROL vs NUE
+86.4%
-121.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.8% | +2.7% |
| 7D | +14.6% | -1.4% | +16.0% | +14.5% |
| 30D | +29.3% | +6.6% | +22.7% | +29.3% |
| 3M | +2.0% | -2.0% | +4.0% | +2.3% |
| 6M | -28.5% | +19.2% | -47.8% | -29.8% |
| YTD | -35.3% | +65.6% | -100.9% | -40.0% |
| 1Y | -34.7% | +87.8% | -122.5% | -41.5% |
| All | -34.7% | +86.4% | -121.1% | -41.5% |
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 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