+94.4%
NEE vs DT
+76.1%
+18.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | -3.4% | +2.7% | -6.1% | -3.7% |
| 30D | +9.0% | -30.4% | +39.4% | +13.4% |
| 3M | +0.2% | -9.4% | +9.6% | +0.8% |
| 6M | -8.5% | +14.5% | -23.0% | -11.1% |
| YTD | +8.6% | +3.6% | +5.0% | +6.4% |
| 1Y | +2.2% | -3.4% | +5.6% | +1.1% |
| 3Y | +69.1% | -11.1% | +80.2% | +66.3% |
| 5Y | +13.0% | -39.5% | +52.5% | +14.9% |
| All | +94.4% | +76.1% | +18.3% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling