+3,891.5%
NEE vs DGX
+8,794.8%
-4,903.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.5% | -2.2% | +1.7% | -0.1% |
| 30D | -1.7% | -0.9% | -0.8% | -1.6% |
| 3M | -1.8% | +15.6% | -17.4% | -4.5% |
| 6M | -8.8% | +17.8% | -26.6% | -11.7% |
| YTD | +5.2% | +37.5% | -32.3% | -1.0% |
| 1Y | +21.3% | +31.2% | -9.8% | +15.0% |
| 3Y | +35.2% | +96.6% | -61.4% | +19.2% |
| 5Y | +10.1% | +64.9% | -54.8% | -0.5% |
| 10Y | +253.2% | +254.6% | -1.4% | +181.3% |
| All | +3,891.5% | +8,794.8% | -4,903.2% | +2,797.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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