+35.7%
NEE vs DD
+45.9%
-10.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | -0.2% | -7.4% | +7.2% | +1.3% |
| 3M | +0.5% | -6.4% | +7.0% | +1.7% |
| 6M | -6.5% | -2.5% | -4.1% | -6.5% |
| YTD | +6.7% | +10.2% | -3.5% | +3.6% |
| 1Y | +23.6% | +36.9% | -13.3% | +13.5% |
| All | +35.7% | +45.9% | -10.2% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling