+3,634.7%
NEE vs RL
+1,476.5%
+2,158.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | +3.9% | -4.2% | +8.0% | +4.4% |
| 30D | +12.8% | +4.3% | +8.6% | +12.2% |
| 3M | +3.6% | -4.6% | +8.1% | +4.0% |
| 6M | -7.5% | +1.7% | -9.2% | -8.1% |
| YTD | +10.7% | +7.3% | +3.3% | +9.0% |
| 1Y | +9.1% | +20.8% | -11.7% | +5.8% |
| 3Y | +61.0% | +247.0% | -186.0% | +34.9% |
| 5Y | +16.3% | +225.5% | -209.2% | -3.3% |
| 10Y | +264.6% | +363.0% | -98.4% | +176.6% |
| All | +3,634.7% | +1,476.5% | +2,158.2% | +2,413.7% |
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