+2,653.1%
NEE vs RBA
+3,565.6%
-912.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | +1.9% | -2.9% | +4.9% | +2.4% |
| 30D | -2.2% | -12.3% | +10.1% | -0.1% |
| 3M | -1.2% | -20.5% | +19.4% | +2.2% |
| 6M | -8.6% | -18.5% | +10.0% | -5.9% |
| YTD | +6.2% | -18.2% | +24.4% | +8.8% |
| 1Y | +21.1% | -27.5% | +48.6% | +26.5% |
| 3Y | +36.4% | +38.1% | -1.7% | +26.8% |
| 5Y | +11.4% | +44.8% | -33.4% | +1.4% |
| 10Y | +250.0% | +187.1% | +62.9% | +181.7% |
| All | +2,653.1% | +3,565.6% | -912.4% | +1,823.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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