+973.2%
NEE vs DG
+606.1%
+367.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | +1.9% | +8.4% | -6.5% | +0.6% |
| 30D | -2.2% | +4.9% | -7.1% | -3.0% |
| 3M | -1.2% | +29.3% | -30.5% | -5.5% |
| 6M | -8.6% | -11.3% | +2.7% | -7.2% |
| YTD | +6.2% | +1.8% | +4.4% | +5.2% |
| 1Y | +21.1% | +25.3% | -4.2% | +15.2% |
| 3Y | +36.4% | +9.1% | +27.3% | +28.9% |
| 5Y | +11.4% | -34.9% | +46.2% | +15.1% |
| 10Y | +250.0% | +108.2% | +141.8% | +208.3% |
| All | +973.2% | +606.1% | +367.1% | +660.9% |
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