+11.0%
NEE vs OMC
+31.0%
-19.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.5% |
| 7D | -1.9% | -6.2% | +4.3% | -1.0% |
| 30D | -3.1% | -7.6% | +4.4% | -2.1% |
| 3M | -2.4% | +7.4% | -9.8% | -3.8% |
| 6M | -8.6% | +0.1% | -8.7% | -8.9% |
| YTD | +4.9% | +0.4% | +4.5% | +4.1% |
| 1Y | +19.4% | +7.8% | +11.6% | +16.3% |
| 3Y | +34.9% | +11.8% | +23.0% | +28.1% |
| 5Y | +11.0% | +32.5% | -21.4% | 0.0% |
| All | +11.0% | +31.0% | -19.9% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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