+19.8%
DDOG vs NEE
+11.3%
+8.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.9% | -19.3% | -10.0% |
| 7D | -32.2% | +9.2% | -41.4% | -26.2% |
| 30D | -31.7% | +16.0% | -47.7% | -22.3% |
| 3M | -34.5% | +2.2% | -36.7% | -31.5% |
| 6M | +28.7% | -6.0% | +34.7% | +28.3% |
| YTD | +38.8% | +12.6% | +26.2% | +46.4% |
| 1Y | +19.8% | +11.4% | +8.4% | +26.5% |
| All | +19.8% | +11.3% | +8.6% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 1y: compounded portfolio wealth divided by compounded NEE 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…
1y analysis · Full analysis span regression · 6 months rolling