+3,605.5%
NEE vs RL
+1,573.0%
+2,032.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +2.3% | +1.3% | +1.0% | +2.1% |
| 30D | +11.5% | +7.6% | +3.9% | +10.4% |
| 3M | +2.6% | -1.5% | +4.1% | +2.7% |
| 6M | -6.0% | +12.1% | -18.0% | -7.6% |
| YTD | +9.8% | +13.9% | -4.1% | +7.3% |
| 1Y | +4.7% | +20.7% | -16.0% | +1.6% |
| 3Y | +71.0% | +260.6% | -189.5% | +42.6% |
| 5Y | +15.8% | +248.9% | -233.0% | -4.5% |
| 10Y | +287.3% | +355.9% | -68.6% | +194.5% |
| All | +3,605.5% | +1,573.0% | +2,032.5% | +2,375.7% |
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