+253.2%
NEE vs DAR
+364.6%
-111.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -0.5% | -0.2% | -0.4% | -0.5% |
| 30D | -1.7% | +7.4% | -9.1% | -3.0% |
| 3M | -1.8% | +15.7% | -17.5% | -4.5% |
| 6M | -8.8% | +30.0% | -38.9% | -13.3% |
| YTD | +5.2% | +87.5% | -82.3% | -6.1% |
| 1Y | +21.3% | +113.4% | -92.0% | +5.3% |
| 3Y | +35.2% | +15.3% | +19.9% | +28.0% |
| 5Y | +10.1% | -4.3% | +14.5% | +5.1% |
| 10Y | +253.2% | +380.2% | -126.9% | +139.9% |
| All | +253.2% | +364.6% | -111.4% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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