+10.9%
NEE vs RCAT
+192.8%
-181.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | +0.4% |
| 7D | +1.1% | +5.4% | -4.3% | +1.0% |
| 30D | -0.2% | -5.6% | +5.4% | -0.2% |
| 3M | +0.5% | -30.2% | +30.8% | +0.9% |
| 6M | -6.5% | -43.4% | +36.9% | -6.1% |
| YTD | +6.7% | +9.6% | -2.9% | +5.7% |
| 1Y | +23.6% | -2.0% | +25.6% | +22.3% |
| 3Y | +37.1% | +825.0% | -787.9% | +26.5% |
| 5Y | +10.9% | +199.8% | -188.9% | +1.6% |
| All | +10.9% | +192.8% | -181.8% | +1.6% |
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 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