+287.3%
NEE vs DPZ
+116.9%
+170.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.5% |
| 7D | +2.3% | +2.2% | +0.1% | +2.0% |
| 30D | +11.5% | +6.7% | +4.8% | +10.4% |
| 3M | +2.6% | -4.5% | +7.1% | +3.2% |
| 6M | -6.0% | +3.3% | -9.3% | -6.8% |
| YTD | +9.8% | -19.4% | +29.2% | +12.8% |
| 1Y | +4.7% | -17.3% | +22.0% | +7.0% |
| 3Y | +71.0% | -8.4% | +79.4% | +69.7% |
| 5Y | +15.8% | -28.2% | +44.0% | +17.7% |
| 10Y | +287.3% | +130.9% | +156.4% | +243.9% |
| All | +287.3% | +116.9% | +170.4% | +243.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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