+19.4%
NEE vs DG
+20.1%
-0.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -1.9% | -6.3% | +4.4% | -1.9% |
| 30D | -3.1% | +2.4% | -5.6% | -3.1% |
| 3M | -2.4% | +12.4% | -14.8% | -2.4% |
| 6M | -8.6% | -14.9% | +6.3% | -7.6% |
| YTD | +4.9% | -6.1% | +11.0% | +6.2% |
| 1Y | +19.4% | +17.9% | +1.5% | +20.4% |
| All | +19.4% | +20.1% | -0.7% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling