+90.2%
NEE vs DT
+103.5%
-13.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | +1.9% | -3.3% | +5.2% | +2.3% |
| 30D | -2.2% | +2.0% | -4.2% | -2.5% |
| 3M | -1.2% | +20.0% | -21.2% | -3.7% |
| 6M | -8.6% | +39.3% | -47.9% | -13.2% |
| YTD | +6.2% | +19.8% | -13.6% | +2.7% |
| 1Y | +21.1% | +4.3% | +16.8% | +19.4% |
| 3Y | +36.4% | +7.7% | +28.7% | +31.1% |
| 5Y | +11.4% | -26.8% | +38.2% | +10.5% |
| All | +90.2% | +103.5% | -13.4% | +43.3% |
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