+281.9%
NEE vs DAL
+136.2%
+145.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.4% | -0.7% |
| 7D | +2.2% | +10.0% | -7.9% | +1.0% |
| 30D | +12.3% | +12.0% | +0.2% | +10.7% |
| 3M | +3.4% | +0.8% | +2.6% | +3.1% |
| 6M | -5.3% | +26.2% | -31.5% | -8.2% |
| YTD | +10.6% | +33.7% | -23.1% | +6.0% |
| 1Y | +6.5% | +57.6% | -51.1% | -0.1% |
| 3Y | +73.5% | +183.5% | -109.9% | +46.8% |
| 5Y | +17.0% | +114.2% | -97.2% | +0.9% |
| 10Y | +281.9% | +128.1% | +153.7% | +204.4% |
| All | +281.9% | +136.2% | +145.6% | +204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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