+5,445.5%
NEE vs RIG
-40.2%
+5,485.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.6% |
| 7D | +1.9% | +0.9% | +1.1% | +1.9% |
| 30D | -2.2% | +13.8% | -16.0% | -3.0% |
| 3M | -1.2% | -6.4% | +5.2% | -1.0% |
| 6M | -8.6% | -8.2% | -0.4% | -8.5% |
| YTD | +6.2% | +41.6% | -35.5% | +3.4% |
| 1Y | +21.1% | +88.7% | -67.6% | +15.6% |
| 3Y | +36.4% | -30.9% | +67.2% | +36.0% |
| 5Y | +11.4% | +57.7% | -46.3% | +2.8% |
| 10Y | +250.0% | -39.3% | +289.2% | +202.1% |
| All | +5,445.5% | -40.2% | +5,485.7% | +5,010.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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