+1,828.3%
NEE vs DLR
+3,477.6%
-1,649.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -2.8% | -2.0% | -0.8% | -2.3% |
| 30D | +9.5% | +0.5% | +9.0% | +9.2% |
| 3M | +1.0% | -4.4% | +5.5% | +2.0% |
| 6M | -8.0% | -6.4% | -1.5% | -7.0% |
| YTD | +9.4% | +19.5% | -10.0% | +3.4% |
| 1Y | +3.1% | +10.5% | -7.4% | -0.6% |
| 3Y | +70.5% | +54.0% | +16.5% | +47.6% |
| 5Y | +15.2% | +39.7% | -24.5% | +0.9% |
| 10Y | +291.2% | +189.5% | +101.7% | +185.2% |
| All | +1,828.3% | +3,477.6% | -1,649.3% | +754.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling