+467.1%
DDOG vs NEE
+76.9%
+390.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | -10.1% | +1.9% | -12.1% | -10.7% |
| 30D | -24.8% | -2.2% | -22.6% | -24.2% |
| 3M | -12.6% | -1.2% | -11.4% | -12.3% |
| 6M | +79.9% | -8.6% | +88.5% | +83.4% |
| YTD | +56.6% | +6.2% | +50.4% | +50.0% |
| 1Y | +61.6% | +21.1% | +40.5% | +47.0% |
| 3Y | +117.9% | +36.4% | +81.5% | +76.7% |
| 5Y | +54.2% | +11.4% | +42.9% | +39.9% |
| All | +467.1% | +76.9% | +390.1% | +258.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling