+7,238.0%
NEE vs ROST
+70,186.2%
-62,948.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +1.9% | +0.9% | +1.0% | +1.8% |
| 30D | -2.2% | -8.9% | +6.7% | -1.2% |
| 3M | -1.2% | -0.8% | -0.4% | -1.2% |
| 6M | -8.6% | +8.5% | -17.0% | -9.6% |
| YTD | +6.2% | +28.6% | -22.4% | +3.1% |
| 1Y | +21.1% | +52.3% | -31.2% | +15.4% |
| 3Y | +36.4% | +94.8% | -58.5% | +26.1% |
| 5Y | +11.4% | +110.8% | -99.4% | +1.0% |
| 10Y | +250.0% | +304.5% | -54.6% | +194.4% |
| All | +7,238.0% | +70,186.2% | -62,948.3% | +4,485.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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