+5,770.8%
NEE vs RCL
+5,843.1%
-72.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.4% |
| 7D | +2.2% | +5.0% | -2.8% | +1.7% |
| 30D | +12.3% | +19.4% | -7.1% | +10.3% |
| 3M | +3.4% | +5.9% | -2.5% | +2.7% |
| 6M | -5.3% | +23.8% | -29.1% | -7.6% |
| YTD | +10.6% | +22.8% | -12.3% | +7.3% |
| 1Y | +6.5% | +34.3% | -27.8% | +2.4% |
| 3Y | +73.5% | +276.4% | -202.9% | +48.3% |
| 5Y | +17.0% | +281.6% | -264.6% | -2.9% |
| 10Y | +281.9% | +379.0% | -97.1% | +183.9% |
| All | +5,770.8% | +5,843.1% | -72.3% | +3,153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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