+245.4%
NEE vs DLR
+172.7%
+72.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.5% |
| 7D | -1.9% | -1.3% | -0.6% | -1.5% |
| 30D | -3.1% | -2.9% | -0.3% | -2.2% |
| 3M | -2.4% | +3.2% | -5.6% | -4.3% |
| 6M | -8.6% | +3.9% | -12.5% | -10.7% |
| YTD | +4.9% | +21.4% | -16.5% | -3.6% |
| 1Y | +19.4% | +9.7% | +9.7% | +13.8% |
| 3Y | +34.9% | +56.5% | -21.7% | +7.8% |
| 5Y | +11.0% | +41.5% | -30.5% | -9.2% |
| All | +245.4% | +172.7% | +72.6% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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