+7,238.0%
NEE vs ROK
+15,847.2%
-8,609.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | +1.9% | +0.7% | +1.3% | +1.8% |
| 30D | -2.2% | -3.3% | +1.2% | -1.5% |
| 3M | -1.2% | -5.9% | +4.7% | -0.3% |
| 6M | -8.6% | +13.9% | -22.4% | -11.5% |
| YTD | +6.2% | +12.6% | -6.4% | +2.8% |
| 1Y | +21.1% | +28.6% | -7.5% | +13.9% |
| 3Y | +36.4% | +45.1% | -8.7% | +22.4% |
| 5Y | +11.4% | +45.6% | -34.2% | -1.5% |
| 10Y | +250.0% | +345.0% | -95.0% | +139.6% |
| All | +7,238.0% | +15,847.2% | -8,609.3% | +2,523.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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