-4.2%
ROL vs NUE
+147.3%
-151.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -3.3% | -2.3% | -1.0% | -3.0% |
| 30D | -7.2% | -6.1% | -1.1% | -6.7% |
| 3M | -27.0% | +1.7% | -28.6% | -27.2% |
| 6M | -39.5% | +53.1% | -92.6% | -42.6% |
| YTD | -41.8% | +59.0% | -100.8% | -45.0% |
| 1Y | -38.9% | +85.3% | -124.2% | -43.4% |
| 3Y | -0.4% | +63.2% | -63.6% | -8.0% |
| 5Y | -4.2% | +146.8% | -151.0% | -20.9% |
| All | -4.2% | +147.3% | -151.5% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling