+7,386.6%
NEE vs OMC
+6,469.3%
+917.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -2.1% | +1.9% | -4.0% | -2.5% |
| 30D | +8.6% | +12.2% | -3.6% | +6.3% |
| 3M | -0.3% | +0.6% | -0.9% | -0.5% |
| 6M | -8.9% | +21.0% | -29.9% | -12.6% |
| YTD | +8.3% | +12.4% | -4.0% | +4.7% |
| 1Y | +4.3% | +25.4% | -21.2% | -1.6% |
| 3Y | +70.7% | +29.2% | +41.6% | +58.5% |
| 5Y | +12.8% | +52.6% | -39.8% | +0.1% |
| 10Y | +287.2% | +53.6% | +233.6% | +231.8% |
| All | +7,386.6% | +6,469.3% | +917.3% | +4,012.6% |
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