+284.2%
NEE vs DG
+105.2%
+179.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | +8.6% | +3.2% | +5.4% | +7.9% |
| 3M | -0.3% | +10.4% | -10.7% | -2.3% |
| 6M | -8.9% | +33.2% | -42.1% | -14.1% |
| YTD | +8.3% | +3.0% | +5.4% | +6.8% |
| 1Y | +4.3% | +31.2% | -27.0% | -2.5% |
| 3Y | +70.7% | +21.8% | +48.9% | +55.2% |
| 5Y | +12.8% | -35.0% | +47.8% | +19.5% |
| All | +284.2% | +105.2% | +179.0% | +250.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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