+205.1%
ROL vs NUE
+589.1%
-384.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -3.2% | -2.7% | -0.5% | -2.8% |
| 30D | -6.6% | -6.1% | -0.6% | -5.7% |
| 3M | -27.3% | +2.2% | -29.5% | -27.8% |
| 6M | -38.1% | +50.8% | -88.9% | -42.7% |
| YTD | -41.8% | +57.5% | -99.3% | -46.6% |
| 1Y | -37.8% | +82.5% | -120.3% | -44.5% |
| 3Y | -0.3% | +61.7% | -62.0% | -11.3% |
| 5Y | -5.1% | +145.1% | -150.2% | -25.8% |
| All | +205.1% | +589.1% | -384.0% | +70.3% |
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