+5,751.7%
NEE vs O
+5,387.7%
+363.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.5% |
| 7D | +1.9% | -0.7% | +2.7% | +2.2% |
| 30D | -2.2% | -1.9% | -0.3% | -1.6% |
| 3M | -1.2% | +3.8% | -5.0% | -2.4% |
| 6M | -8.6% | -4.7% | -3.8% | -7.2% |
| YTD | +6.2% | +12.5% | -6.3% | +2.4% |
| 1Y | +21.1% | +10.8% | +10.3% | +17.2% |
| 3Y | +36.4% | +28.8% | +7.6% | +26.1% |
| 5Y | +11.4% | +13.2% | -1.8% | +6.8% |
| 10Y | +250.0% | +53.5% | +196.5% | +198.9% |
| All | +5,751.7% | +5,387.7% | +363.9% | +2,580.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling