+10.1%
NEE vs DT
-28.0%
+38.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | -1.7% | +0.1% | -1.7% | -1.7% |
| 3M | -1.8% | +24.1% | -25.9% | -3.4% |
| 6M | -8.8% | +30.1% | -38.9% | -10.9% |
| YTD | +5.2% | +16.8% | -11.6% | +3.7% |
| 1Y | +21.3% | -0.1% | +21.4% | +21.5% |
| 3Y | +35.2% | +6.8% | +28.4% | +31.9% |
| 5Y | +10.1% | -28.4% | +38.5% | +6.3% |
| All | +10.1% | -28.0% | +38.1% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling