+9,030.3%
ROL vs NUE
+14,617.8%
-5,587.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | -1.4% | +4.2% | -5.6% | -2.4% |
| 30D | -4.1% | -5.0% | +0.9% | -3.1% |
| 3M | -22.5% | -0.2% | -22.3% | -22.9% |
| 6M | -37.7% | +49.1% | -86.8% | -43.6% |
| YTD | -39.6% | +61.0% | -100.6% | -46.3% |
| 1Y | -36.0% | +82.5% | -118.6% | -44.9% |
| 3Y | -5.1% | +57.9% | -63.1% | -18.1% |
| 5Y | -3.4% | +146.6% | -149.9% | -28.0% |
| 10Y | +215.2% | +561.6% | -346.4% | +73.5% |
| All | +9,030.3% | +14,617.8% | -5,587.5% | +2,486.1% |
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