+211.0%
RSP vs NUE
+423.6%
-212.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.3% |
| 7D | +2.4% | +2.8% | -0.4% | +1.4% |
| 30D | +4.3% | -2.1% | +6.4% | +4.7% |
| 3M | -0.3% | -7.3% | +7.0% | +1.5% |
| 6M | +9.8% | +8.9% | +1.0% | +5.6% |
| YTD | +16.8% | +55.6% | -38.8% | -0.8% |
| 1Y | +19.5% | +74.7% | -55.2% | -2.5% |
| 3Y | +65.1% | +71.7% | -6.5% | +30.4% |
| 5Y | +48.7% | +141.2% | -92.5% | -2.4% |
| All | +211.0% | +423.6% | -212.6% | +25.5% |
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 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