+19.7%
NEE vs DRI
+2.2%
+17.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | -0.5% | -4.8% | +4.3% | -0.2% |
| 30D | -1.7% | -3.9% | +2.2% | -1.5% |
| 3M | -1.8% | +5.1% | -6.9% | -2.2% |
| 6M | -8.8% | +5.5% | -14.3% | -9.3% |
| YTD | +5.2% | +16.5% | -11.3% | +3.6% |
| All | +19.7% | +2.2% | +17.5% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling