+17.0%
NEE vs RCAT
+71.1%
-54.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.4% | -11.5% | -0.3% |
| 7D | +2.2% | +1.1% | +1.0% | +2.1% |
| 30D | +12.3% | -22.0% | +34.3% | +12.6% |
| 3M | +3.4% | -51.1% | +54.5% | +4.6% |
| 6M | -5.3% | -56.6% | +51.3% | -4.3% |
| YTD | +10.6% | -43.3% | +53.8% | +10.4% |
| 1Y | +6.5% | -51.5% | +58.0% | +6.5% |
| 3Y | +73.5% | +411.4% | -337.8% | +56.7% |
| 5Y | +17.0% | +74.4% | -57.5% | +8.0% |
| All | +17.0% | +71.1% | -54.1% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling