+6,589.0%
NEE vs ROP
+25,523.2%
-18,934.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.8% | -0.2% |
| 7D | +1.9% | -4.4% | +6.4% | +2.7% |
| 30D | -2.2% | +3.2% | -5.4% | -2.7% |
| 3M | -1.2% | +23.1% | -24.2% | -4.7% |
| 6M | -8.6% | +13.3% | -21.9% | -10.8% |
| YTD | +6.2% | -7.9% | +14.0% | +6.8% |
| 1Y | +21.1% | -22.1% | +43.2% | +25.1% |
| 3Y | +36.4% | -16.8% | +53.2% | +38.8% |
| 5Y | +11.4% | -13.5% | +24.9% | +12.4% |
| 10Y | +250.0% | +137.7% | +112.3% | +205.2% |
| All | +6,589.0% | +25,523.2% | -18,934.2% | +4,486.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling