+73.0%
NEE vs ROL
+4.6%
+68.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +2.3% | +3.4% | -1.1% | +1.5% |
| 30D | +11.5% | +20.8% | -9.3% | +6.4% |
| 3M | +2.6% | +3.7% | -1.1% | +1.4% |
| 6M | -6.0% | -27.7% | +21.7% | +1.6% |
| YTD | +9.8% | -34.9% | +44.7% | +21.3% |
| 1Y | +4.7% | -33.3% | +38.0% | +14.7% |
| All | +73.0% | +4.6% | +68.4% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling