+220.7%
ROL vs NUE
+423.6%
-202.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.0% | +3.1% |
| 7D | +3.0% | +2.8% | +0.2% | +2.5% |
| 30D | +19.8% | -2.1% | +21.9% | +19.9% |
| 3M | +7.9% | -7.3% | +15.2% | +8.8% |
| 6M | -25.6% | +8.9% | -34.5% | -27.3% |
| YTD | -34.1% | +55.6% | -89.8% | -39.7% |
| 1Y | -31.4% | +74.7% | -106.1% | -38.5% |
| 3Y | +4.7% | +71.7% | -67.0% | -8.4% |
| 5Y | +15.6% | +141.2% | -125.6% | -9.7% |
| All | +220.7% | +423.6% | -202.9% | +82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling