+291.2%
NEE vs ROL
+214.5%
+76.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -2.8% | +0.8% | -3.5% | -3.0% |
| 30D | +9.5% | +20.6% | -11.1% | +2.5% |
| 3M | +1.0% | +4.5% | -3.4% | -0.8% |
| 6M | -8.0% | -26.5% | +18.5% | +1.8% |
| YTD | +9.4% | -34.8% | +44.3% | +25.8% |
| 1Y | +3.1% | -33.2% | +36.3% | +17.3% |
| 3Y | +70.5% | +4.5% | +66.0% | +61.5% |
| 5Y | +15.2% | +15.5% | -0.3% | +3.0% |
| 10Y | +291.2% | +217.2% | +74.0% | +177.5% |
| All | +291.2% | +214.5% | +76.7% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling