+114.6%
ROST vs NUE
+146.6%
-32.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.8% | +1.9% |
| 7D | +0.2% | -0.6% | +0.8% | +0.4% |
| 30D | -6.9% | -4.6% | -2.3% | -5.9% |
| 3M | -3.3% | -0.3% | -3.0% | -3.6% |
| 6M | +9.0% | +51.9% | -42.8% | -3.0% |
| YTD | +28.9% | +60.0% | -31.1% | +12.8% |
| 1Y | +54.0% | +82.9% | -28.9% | +29.7% |
| 3Y | +100.7% | +66.0% | +34.7% | +67.8% |
| All | +114.6% | +146.6% | -32.0% | +50.7% |
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