+245.4%
NEE vs DD
+67.0%
+178.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -1.9% | -2.9% | +1.0% | -1.3% |
| 30D | -3.1% | -11.5% | +8.4% | -0.5% |
| 3M | -2.4% | -5.4% | +3.0% | -1.4% |
| 6M | -8.6% | -6.9% | -1.7% | -7.6% |
| YTD | +4.9% | +6.9% | -2.0% | +2.6% |
| 1Y | +19.4% | +35.6% | -16.2% | +10.0% |
| 3Y | +34.9% | +42.5% | -7.7% | +20.7% |
| 5Y | +11.0% | +58.5% | -47.4% | -4.7% |
| All | +245.4% | +67.0% | +178.4% | +148.3% |
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