+244.8%
NEE vs RCAT
-98.5%
+343.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | -1.3% | -4.9% | +3.6% | -1.3% |
| 30D | -3.3% | -22.9% | +19.5% | -3.2% |
| 3M | -2.3% | -33.7% | +31.5% | -2.1% |
| 6M | -8.9% | -50.7% | +41.9% | -8.7% |
| YTD | +4.8% | +0.4% | +4.4% | +4.6% |
| 1Y | +18.7% | -27.6% | +46.4% | +18.6% |
| 3Y | +33.2% | +753.2% | -719.9% | +31.0% |
| 5Y | +10.9% | +183.3% | -172.4% | +9.1% |
| All | +244.8% | -98.5% | +343.4% | +243.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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