+1,770.9%
NEE vs DLR
+3,595.6%
-1,824.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | +1.9% | +1.6% | +0.4% | +1.5% |
| 30D | -2.2% | -3.4% | +1.2% | -1.3% |
| 3M | -1.2% | +0.5% | -1.7% | -1.8% |
| 6M | -8.6% | +4.6% | -13.1% | -10.1% |
| YTD | +6.2% | +23.4% | -17.2% | -0.3% |
| 1Y | +21.1% | +19.0% | +2.1% | +14.6% |
| 3Y | +36.4% | +56.5% | -20.1% | +17.9% |
| 5Y | +11.4% | +33.3% | -22.0% | -1.1% |
| 10Y | +250.0% | +165.1% | +84.8% | +160.2% |
| All | +1,770.9% | +3,595.6% | -1,824.8% | +724.3% |
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