+69,276.2%
ROST vs NUE
+14,439.6%
+54,836.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -2.2% | -2.3% | +0.1% | -1.6% |
| 30D | -11.4% | -6.1% | -5.3% | -10.0% |
| 3M | -1.6% | +1.7% | -3.3% | -2.6% |
| 6M | +6.8% | +53.1% | -46.3% | -6.2% |
| YTD | +25.8% | +59.0% | -33.2% | +9.0% |
| 1Y | +52.4% | +85.3% | -32.9% | +26.0% |
| 3Y | +94.4% | +63.2% | +31.1% | +61.3% |
| 5Y | +108.2% | +146.8% | -38.6% | +48.1% |
| 10Y | +308.5% | +584.3% | -275.8% | +109.6% |
| All | +69,276.2% | +14,439.6% | +54,836.6% | +8,682.0% |
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