+3,483.5%
NEE vs RL
+1,366.2%
+2,117.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.8% | -1.0% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | -2.2% | -7.8% | +5.6% | -1.3% |
| 3M | -1.2% | -4.0% | +2.8% | -0.9% |
| 6M | -8.6% | -1.9% | -6.7% | -8.8% |
| YTD | +6.2% | -0.2% | +6.4% | +5.6% |
| 1Y | +21.1% | +10.7% | +10.4% | +18.8% |
| 3Y | +36.4% | +210.8% | -174.4% | +15.8% |
| 5Y | +11.4% | +238.2% | -226.9% | -7.9% |
| 10Y | +250.0% | +313.4% | -63.4% | +169.3% |
| All | +3,483.5% | +1,366.2% | +2,117.4% | +2,334.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling