+7,463.1%
NEE vs OMC
+6,536.5%
+926.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -2.8% | +1.6% | -4.3% | -3.1% |
| 30D | +9.5% | +15.3% | -5.8% | +6.6% |
| 3M | +1.0% | +4.5% | -3.4% | +0.1% |
| 6M | -8.0% | +20.8% | -28.7% | -11.7% |
| YTD | +9.4% | +13.5% | -4.1% | +5.5% |
| 1Y | +3.1% | +25.2% | -22.1% | -2.6% |
| 3Y | +70.5% | +30.5% | +40.0% | +58.0% |
| 5Y | +15.2% | +52.7% | -37.5% | +2.2% |
| 10Y | +291.2% | +55.2% | +236.0% | +234.6% |
| All | +7,463.1% | +6,536.5% | +926.7% | +4,046.9% |
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