+4.3%
NEE vs DD
+27.9%
-23.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -2.1% | +5.0% | -7.1% | -2.6% |
| 30D | +8.6% | +19.7% | -11.1% | +6.1% |
| 3M | -0.3% | +7.2% | -7.5% | -1.2% |
| 6M | -8.9% | +1.0% | -10.0% | -8.9% |
| YTD | +8.3% | +29.1% | -20.8% | +6.8% |
| 1Y | +4.3% | +28.5% | -24.2% | +2.8% |
| All | +4.3% | +27.9% | -23.6% | +2.8% |
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