+38.4%
NEE vs RKT
-7.0%
+45.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | +1.9% | +2.1% | -0.2% | +1.7% |
| 30D | -2.2% | +1.4% | -3.6% | -2.4% |
| 3M | -1.2% | +6.3% | -7.4% | -2.1% |
| 6M | -8.6% | -15.5% | +6.9% | -7.9% |
| YTD | +6.2% | -27.4% | +33.6% | +8.0% |
| 1Y | +21.1% | -26.6% | +47.7% | +22.7% |
| 3Y | +36.4% | +41.2% | -4.8% | +26.4% |
| 5Y | +11.4% | -6.4% | +17.8% | +2.2% |
| All | +38.4% | -7.0% | +45.4% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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