+4,426.9%
NEE vs RY
+11,573.6%
-7,146.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | +1.9% | +3.1% | -1.2% | +1.0% |
| 30D | -2.2% | -0.3% | -1.8% | -2.1% |
| 3M | -1.2% | +8.7% | -9.8% | -3.7% |
| 6M | -8.6% | +28.5% | -37.1% | -15.4% |
| YTD | +6.2% | +25.1% | -18.9% | -1.0% |
| 1Y | +21.1% | +46.3% | -25.2% | +7.6% |
| 3Y | +36.4% | +154.9% | -118.5% | +2.4% |
| 5Y | +11.4% | +140.3% | -128.9% | -15.3% |
| 10Y | +250.0% | +377.0% | -127.1% | +117.5% |
| All | +4,426.9% | +11,573.6% | -7,146.8% | +1,681.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling