+1,977.1%
NEE vs DPZ
+5,417.8%
-3,440.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | +1.9% | -2.5% | +4.5% | +2.3% |
| 30D | -2.2% | -7.0% | +4.8% | -1.1% |
| 3M | -1.2% | +11.6% | -12.8% | -3.2% |
| 6M | -8.6% | -15.2% | +6.6% | -6.6% |
| YTD | +6.2% | -17.2% | +23.4% | +8.8% |
| 1Y | +21.1% | -24.8% | +46.0% | +25.9% |
| 3Y | +36.4% | -8.7% | +45.1% | +35.6% |
| 5Y | +11.4% | -28.9% | +40.3% | +13.9% |
| 10Y | +250.0% | +153.6% | +96.3% | +183.0% |
| All | +1,977.1% | +5,417.8% | -3,440.6% | +835.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling