+287.3%
NEE vs RY
+354.4%
-67.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | +2.3% | -0.6% | +2.9% | +2.6% |
| 30D | +11.5% | +6.1% | +5.3% | +8.3% |
| 3M | +2.6% | -3.4% | +6.0% | +4.2% |
| 6M | -6.0% | +12.8% | -18.7% | -11.6% |
| YTD | +9.8% | +21.0% | -11.2% | -0.5% |
| 1Y | +4.7% | +40.5% | -35.8% | -11.9% |
| 3Y | +71.0% | +159.9% | -88.8% | +4.7% |
| 5Y | +15.8% | +125.0% | -109.1% | -24.6% |
| 10Y | +287.3% | +350.6% | -63.3% | +74.0% |
| All | +287.3% | +354.4% | -67.1% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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