+2,769.3%
NEE vs RBA
+4,003.4%
-1,234.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.3% |
| 7D | +3.9% | +4.3% | -0.4% | +3.2% |
| 30D | +12.8% | +16.3% | -3.5% | +10.0% |
| 3M | +3.6% | +1.3% | +2.2% | +3.1% |
| 6M | -7.5% | -11.1% | +3.6% | -6.2% |
| YTD | +10.7% | -8.5% | +19.1% | +11.3% |
| 1Y | +9.1% | -2.1% | +11.2% | +8.4% |
| 3Y | +61.0% | +44.6% | +16.4% | +48.5% |
| 5Y | +16.3% | +36.8% | -20.5% | +6.8% |
| 10Y | +264.6% | +227.3% | +37.3% | +187.3% |
| All | +2,769.3% | +4,003.4% | -1,234.2% | +1,866.9% |
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