+245.4%
NEE vs DAL
+128.9%
+116.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | +1.1% | +3.4% | -2.3% | +0.7% |
| 30D | -0.2% | -13.6% | +13.3% | +1.4% |
| 3M | +0.5% | +1.2% | -0.7% | +0.2% |
| 6M | -6.5% | +34.5% | -41.0% | -10.2% |
| YTD | +6.7% | +14.7% | -8.0% | +4.2% |
| 1Y | +23.6% | +29.2% | -5.6% | +18.7% |
| 3Y | +37.1% | +100.0% | -62.8% | +21.3% |
| 5Y | +10.9% | +106.3% | -95.4% | -4.2% |
| 10Y | +245.4% | +126.4% | +119.0% | +169.5% |
| All | +245.4% | +128.9% | +116.5% | +169.5% |
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