+10.9%
NEE vs RL
+241.4%
-230.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +1.1% | +1.9% | -0.8% | +0.9% |
| 30D | -0.2% | -12.2% | +12.0% | +1.2% |
| 3M | +0.5% | -6.6% | +7.2% | +1.1% |
| 6M | -6.5% | +3.2% | -9.7% | -7.3% |
| YTD | +6.7% | -1.3% | +8.0% | +6.2% |
| 1Y | +23.6% | +13.6% | +10.0% | +20.8% |
| 3Y | +37.1% | +210.9% | -173.7% | +12.8% |
| 5Y | +10.9% | +246.9% | -235.9% | -12.4% |
| All | +10.9% | +241.4% | -230.5% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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