+994.9%
NEE vs DG
+614.5%
+380.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.0% |
| 3M | -0.3% | +10.4% | -10.7% | -2.0% |
| 6M | -8.9% | +33.2% | -42.1% | -13.5% |
| YTD | +8.3% | +3.0% | +5.4% | +7.0% |
| 1Y | +4.3% | +31.2% | -27.0% | -1.6% |
| 3Y | +70.7% | +21.8% | +48.9% | +58.0% |
| 5Y | +12.8% | -35.0% | +47.8% | +16.5% |
| 10Y | +287.2% | +106.0% | +181.2% | +241.0% |
| All | +994.9% | +614.5% | +380.4% | +673.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling