+2,737.6%
NEE vs RBA
+4,097.8%
-1,360.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | +9.5% | +9.0% | +0.6% | +8.0% |
| 3M | +1.0% | +7.2% | -6.1% | -0.2% |
| 6M | -8.0% | -7.8% | -0.2% | -7.2% |
| YTD | +9.4% | -6.4% | +15.8% | +9.6% |
| 1Y | +3.1% | -4.2% | +7.3% | +2.9% |
| 3Y | +70.5% | +64.1% | +6.4% | +54.2% |
| 5Y | +15.2% | +48.4% | -33.2% | +4.5% |
| 10Y | +291.2% | +209.9% | +81.3% | +210.4% |
| All | +2,737.6% | +4,097.8% | -1,360.2% | +1,837.8% |
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