+15.8%
NEE vs ROP
+0.5%
+15.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +11.5% | +30.3% | -18.8% | +4.6% |
| 3M | +2.6% | +17.8% | -15.2% | -1.6% |
| 6M | -6.0% | +38.9% | -44.9% | -13.9% |
| YTD | +9.8% | +7.6% | +2.2% | +9.3% |
| 1Y | +4.7% | +6.5% | -1.8% | +4.6% |
| 3Y | +71.0% | -6.3% | +77.3% | +74.8% |
| 5Y | +15.8% | +0.9% | +14.9% | +9.0% |
| All | +15.8% | +0.5% | +15.3% | +9.0% |
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