+291.2%
NEE vs DAL
+124.5%
+166.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.2% |
| 7D | -2.8% | +2.3% | -5.1% | -3.1% |
| 30D | +9.5% | +14.3% | -4.8% | +7.8% |
| 3M | +1.0% | +1.3% | -0.2% | +0.7% |
| 6M | -8.0% | +29.3% | -37.3% | -11.0% |
| YTD | +9.4% | +33.0% | -23.5% | +5.0% |
| 1Y | +3.1% | +59.8% | -56.7% | -3.4% |
| 3Y | +70.5% | +177.2% | -106.7% | +44.6% |
| 5Y | +15.2% | +118.4% | -103.1% | -0.9% |
| 10Y | +291.2% | +121.4% | +169.8% | +216.5% |
| All | +291.2% | +124.5% | +166.7% | +216.5% |
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