+52.3%
ROST vs NUE
+82.6%
-30.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.9% | +4.2% | -3.3% | +0.1% |
| 30D | -8.9% | -5.0% | -3.9% | -8.2% |
| 3M | -0.8% | -0.2% | -0.6% | -0.9% |
| 6M | +8.5% | +49.1% | -40.7% | -1.5% |
| YTD | +28.6% | +61.0% | -32.4% | +13.8% |
| 1Y | +52.3% | +82.5% | -30.2% | +28.5% |
| All | +52.3% | +82.6% | -30.3% | +28.5% |
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