+7,169.4%
NEE vs RRX
+3,824.6%
+3,344.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.0% |
| 7D | -0.5% | -0.7% | +0.2% | -0.4% |
| 30D | -1.7% | -8.0% | +6.3% | -0.5% |
| 3M | -1.8% | -25.1% | +23.2% | +1.7% |
| 6M | -8.8% | -18.3% | +9.4% | -7.2% |
| YTD | +5.2% | +14.2% | -9.0% | +1.4% |
| 1Y | +21.3% | +13.0% | +8.3% | +16.7% |
| 3Y | +35.2% | +4.2% | +31.0% | +27.9% |
| 5Y | +10.1% | +17.9% | -7.7% | +0.9% |
| 10Y | +253.2% | +220.4% | +32.8% | +170.3% |
| All | +7,169.4% | +3,824.6% | +3,344.8% | +4,483.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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