+11.4%
NEE vs DD
+49.3%
-37.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.1% |
| 7D | +9.2% | +8.7% | +0.5% | +7.9% |
| 30D | +16.0% | +15.3% | +0.6% | +13.7% |
| 3M | +2.2% | +5.9% | -3.7% | +1.3% |
| 6M | -6.0% | +11.6% | -17.6% | -7.6% |
| YTD | +12.6% | +26.5% | -14.0% | +9.7% |
| 1Y | +11.4% | +35.4% | -24.0% | +8.0% |
| All | +11.4% | +49.3% | -37.9% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling