+284.2%
NEE vs O
+80.9%
+203.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | -2.1% | -0.4% | -1.7% | -1.9% |
| 30D | +8.6% | +7.1% | +1.5% | +5.2% |
| 3M | -0.3% | -5.2% | +4.9% | +2.3% |
| 6M | -8.9% | -1.8% | -7.2% | -8.2% |
| YTD | +8.3% | +9.1% | -0.7% | +4.0% |
| 1Y | +4.3% | +9.7% | -5.4% | -0.2% |
| 3Y | +70.7% | +39.1% | +31.6% | +46.6% |
| 5Y | +12.8% | +8.4% | +4.5% | +7.4% |
| All | +284.2% | +80.9% | +203.3% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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