+11.0%
NEE vs O
+14.0%
-3.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.3% |
| 7D | -1.9% | -3.5% | +1.6% | +0.3% |
| 30D | -3.1% | -3.3% | +0.2% | -1.1% |
| 3M | -2.4% | -2.8% | +0.4% | -0.8% |
| 6M | -8.6% | -5.8% | -2.8% | -5.3% |
| YTD | +4.9% | +9.4% | -4.5% | -1.1% |
| 1Y | +19.4% | +5.7% | +13.7% | +14.8% |
| 3Y | +34.9% | +27.2% | +7.6% | +14.8% |
| 5Y | +11.0% | +17.2% | -6.2% | -2.2% |
| All | +11.0% | +14.0% | -3.0% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling