+1,808.8%
NEE vs DLR
+3,455.1%
-1,646.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.3% |
| 7D | -2.1% | +3.3% | -5.4% | -3.0% |
| 30D | +8.6% | +4.6% | +4.0% | +7.1% |
| 3M | -0.3% | -8.3% | +8.0% | +1.7% |
| 6M | -8.9% | -5.6% | -3.3% | -8.2% |
| YTD | +8.3% | +18.7% | -10.4% | +2.5% |
| 1Y | +4.3% | +17.1% | -12.8% | -1.1% |
| 3Y | +70.7% | +54.4% | +16.4% | +47.8% |
| 5Y | +12.8% | +36.5% | -23.7% | -0.6% |
| 10Y | +287.2% | +187.7% | +99.5% | +182.8% |
| All | +1,808.8% | +3,455.1% | -1,646.3% | +747.5% |
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