+284.2%
NEE vs RRC
+73.1%
+211.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -2.1% | +6.4% | -8.5% | -2.4% |
| 30D | +8.6% | +23.9% | -15.3% | +7.4% |
| 3M | -0.3% | +30.2% | -30.5% | -1.6% |
| 6M | -8.9% | +26.3% | -35.2% | -10.1% |
| YTD | +8.3% | +48.1% | -39.7% | +6.2% |
| 1Y | +4.3% | +37.7% | -33.4% | +2.5% |
| 3Y | +70.7% | +60.3% | +10.4% | +66.2% |
| 5Y | +12.8% | +135.3% | -122.5% | +8.4% |
| All | +284.2% | +73.1% | +211.1% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling