+1,127.7%
RSP vs NUE
+4,710.8%
-3,583.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | -0.8% | +4.2% | -5.0% | -2.2% |
| 30D | -0.3% | -5.0% | +4.6% | +1.2% |
| 3M | +4.3% | -0.2% | +4.5% | +3.7% |
| 6M | +8.8% | +49.1% | -40.3% | -6.3% |
| YTD | +15.3% | +61.0% | -45.7% | -3.6% |
| 1Y | +18.3% | +82.5% | -64.3% | -5.9% |
| 3Y | +52.8% | +57.9% | -5.1% | +23.5% |
| 5Y | +51.7% | +146.6% | -94.9% | -1.2% |
| 10Y | +208.5% | +561.6% | -353.1% | +29.5% |
| All | +1,127.7% | +4,710.8% | -3,583.0% | +154.6% |
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 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