+94.0%
NEE vs DT
+75.7%
+18.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.1% | +3.1% | -5.2% | -2.5% |
| 30D | +8.6% | -29.5% | +38.2% | +12.8% |
| 3M | -0.3% | -11.7% | +11.4% | +0.7% |
| 6M | -8.9% | +29.0% | -37.9% | -12.7% |
| YTD | +8.3% | +3.4% | +5.0% | +6.2% |
| 1Y | +4.3% | -4.2% | +8.5% | +3.3% |
| 3Y | +70.7% | -12.8% | +83.6% | +68.5% |
| 5Y | +12.8% | -39.6% | +52.4% | +14.7% |
| All | +94.0% | +75.7% | +18.3% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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