+7,238.0%
NEE vs ROL
+9,030.3%
-1,792.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | +1.9% | -1.4% | +3.4% | +2.3% |
| 30D | -2.2% | -4.1% | +1.9% | -1.3% |
| 3M | -1.2% | -22.5% | +21.3% | +4.1% |
| 6M | -8.6% | -37.7% | +29.1% | +0.9% |
| YTD | +6.2% | -39.6% | +45.8% | +17.6% |
| 1Y | +21.1% | -36.0% | +57.1% | +32.3% |
| 3Y | +36.4% | -5.1% | +41.5% | +36.1% |
| 5Y | +11.4% | -3.4% | +14.7% | +9.9% |
| 10Y | +250.0% | +215.2% | +34.7% | +173.5% |
| All | +7,238.0% | +9,030.3% | -1,792.3% | +3,570.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling