+11.3%
NEE vs DLR
+43.3%
-32.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -3.3% | -4.3% | +1.0% | -2.0% |
| 3M | -2.3% | +3.8% | -6.1% | -4.0% |
| 6M | -8.9% | +5.8% | -14.7% | -11.1% |
| YTD | +4.8% | +23.5% | -18.8% | -2.9% |
| 1Y | +18.7% | +11.1% | +7.6% | +13.7% |
| 3Y | +33.2% | +57.9% | -24.6% | +9.0% |
| All | +11.3% | +43.3% | -32.0% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling