+284.2%
NEE vs DD
+97.1%
+187.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -2.1% | +5.0% | -7.1% | -3.2% |
| 30D | +8.6% | +19.7% | -11.1% | +4.1% |
| 3M | -0.3% | +7.2% | -7.5% | -2.1% |
| 6M | -8.9% | +1.0% | -10.0% | -9.6% |
| YTD | +8.3% | +29.1% | -20.8% | +1.3% |
| 1Y | +4.3% | +28.5% | -24.2% | -2.5% |
| 3Y | +70.7% | +89.4% | -18.7% | +42.9% |
| 5Y | +12.8% | +67.1% | -54.3% | -4.6% |
| All | +284.2% | +97.1% | +187.1% | +173.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling