+33.2%
NEE vs RPRX
+116.2%
-82.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -1.3% | -8.4% | +7.0% | +0.4% |
| 30D | -3.3% | -0.6% | -2.7% | -3.3% |
| 3M | -2.3% | +6.4% | -8.7% | -3.8% |
| 6M | -8.9% | +26.6% | -35.5% | -13.8% |
| YTD | +4.8% | +53.8% | -49.0% | -5.3% |
| 1Y | +18.7% | +62.8% | -44.1% | +5.4% |
| 3Y | +33.2% | +118.0% | -84.8% | +5.6% |
| All | +33.2% | +116.2% | -82.9% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 3y: compounded portfolio wealth divided by compounded RPRX 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…
3y analysis · Full analysis span regression · 6 months rolling