+59.9%
DIA vs NEE
+38.3%
+21.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | -2.1% | -0.2% | -1.8% | -2.0% |
| 3M | +4.2% | +0.5% | +3.6% | +4.1% |
| 6M | +11.9% | -6.5% | +18.4% | +12.7% |
| YTD | +10.8% | +6.7% | +4.1% | +9.7% |
| 1Y | +17.5% | +23.6% | -6.1% | +14.2% |
| 3Y | +59.9% | +37.1% | +22.8% | +49.1% |
| All | +59.9% | +38.3% | +21.6% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling