+7,238.0%
NEE vs OMC
+6,006.3%
+1,231.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.7% | -0.3% |
| 7D | +1.9% | -6.4% | +8.4% | +3.2% |
| 30D | -2.2% | +1.1% | -3.3% | -2.5% |
| 3M | -1.2% | +10.4% | -11.6% | -3.4% |
| 6M | -8.6% | -1.7% | -6.9% | -8.8% |
| YTD | +6.2% | +4.4% | +1.7% | +4.1% |
| 1Y | +21.1% | +8.4% | +12.7% | +17.5% |
| 3Y | +36.4% | +14.4% | +22.0% | +29.6% |
| 5Y | +11.4% | +33.9% | -22.5% | +1.3% |
| 10Y | +250.0% | +34.9% | +215.1% | +207.5% |
| All | +7,238.0% | +6,006.3% | +1,231.7% | +3,989.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling