+491.6%
NEE vs RNG
+309.1%
+182.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.8% | +0.8% |
| 7D | +1.1% | -0.8% | +1.9% | +1.1% |
| 30D | -0.2% | +11.4% | -11.6% | -1.1% |
| 3M | +0.5% | +72.1% | -71.6% | -4.2% |
| 6M | -6.5% | +67.9% | -74.5% | -11.3% |
| YTD | +6.7% | +144.3% | -137.6% | -2.9% |
| 1Y | +23.6% | +117.5% | -93.9% | +13.5% |
| 3Y | +37.1% | +123.9% | -86.8% | +22.7% |
| 5Y | +10.9% | -70.1% | +81.0% | +13.6% |
| 10Y | +245.4% | +215.9% | +29.5% | +215.1% |
| All | +491.6% | +309.1% | +182.6% | +433.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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