+10.1%
NEE vs ROP
-16.4%
+26.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -0.5% | -6.1% | +5.6% | +1.0% |
| 30D | -1.7% | -3.4% | +1.7% | -1.0% |
| 3M | -1.8% | +16.7% | -18.5% | -6.2% |
| 6M | -8.8% | +8.1% | -16.9% | -11.1% |
| YTD | +5.2% | -11.7% | +16.9% | +9.9% |
| 1Y | +21.3% | -24.2% | +45.6% | +34.7% |
| 3Y | +35.2% | -19.0% | +54.2% | +40.8% |
| 5Y | +10.1% | -15.9% | +26.0% | +7.3% |
| All | +10.1% | -16.4% | +26.6% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 5y: compounded portfolio wealth divided by compounded ROP 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…
5y analysis · Full analysis span regression · 6 months rolling