+253.2%
NEE vs DRI
+348.4%
-95.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | -0.5% | -4.8% | +4.3% | +0.3% |
| 30D | -1.7% | -3.9% | +2.2% | -1.1% |
| 3M | -1.8% | +5.1% | -6.9% | -2.9% |
| 6M | -8.8% | +5.5% | -14.3% | -10.0% |
| YTD | +5.2% | +16.5% | -11.3% | +1.8% |
| 1Y | +21.3% | +2.0% | +19.4% | +20.1% |
| 3Y | +35.2% | +54.5% | -19.3% | +22.7% |
| 5Y | +10.1% | +66.6% | -56.5% | -2.7% |
| 10Y | +253.2% | +353.6% | -100.4% | +161.9% |
| All | +253.2% | +348.4% | -95.2% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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