+284.2%
NEE vs RCAT
-99.8%
+384.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.2% |
| 7D | -2.1% | -5.9% | +3.8% | -2.1% |
| 30D | +8.6% | -19.7% | +28.3% | +8.7% |
| 3M | -0.3% | -62.9% | +62.6% | +0.1% |
| 6M | -8.9% | -59.6% | +50.7% | -8.7% |
| YTD | +8.3% | -52.1% | +60.4% | +8.4% |
| 1Y | +4.3% | -50.9% | +55.2% | +4.3% |
| 3Y | +70.7% | +333.8% | -263.1% | +68.3% |
| 5Y | +12.8% | +40.7% | -27.9% | +11.4% |
| All | +284.2% | -99.8% | +384.0% | +279.6% |
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