+312.1%
ROST vs NUE
+599.8%
-287.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.8% | +1.8% |
| 7D | +0.2% | -0.6% | +0.8% | +0.4% |
| 30D | -6.9% | -4.6% | -2.3% | -5.5% |
| 3M | -3.3% | -0.3% | -3.0% | -3.8% |
| 6M | +9.0% | +51.9% | -42.8% | -7.1% |
| YTD | +28.9% | +60.0% | -31.1% | +7.3% |
| 1Y | +54.0% | +82.9% | -28.9% | +21.7% |
| 3Y | +100.7% | +66.0% | +34.7% | +57.0% |
| 5Y | +116.0% | +149.0% | -32.9% | +33.4% |
| All | +312.1% | +599.8% | -287.7% | +50.6% |
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