+2,527.1%
NEE vs RCAT
-100.0%
+2,627.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.4% | -11.5% | -0.1% |
| 7D | +2.2% | +1.1% | +1.0% | +2.1% |
| 30D | +12.3% | -22.0% | +34.3% | +12.3% |
| 3M | +3.4% | -51.1% | +54.5% | +3.5% |
| 6M | -5.3% | -56.6% | +51.3% | -5.2% |
| YTD | +10.6% | -43.3% | +53.8% | +10.6% |
| 1Y | +6.5% | -51.5% | +58.0% | +6.5% |
| 3Y | +73.5% | +411.4% | -337.8% | +72.4% |
| 5Y | +17.0% | +74.4% | -57.5% | +16.3% |
| 10Y | +281.9% | -99.6% | +381.4% | +272.7% |
| All | +2,527.1% | -100.0% | +2,627.1% | +2,448.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling