+11.7%
NEE vs ONON
-24.2%
+35.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | -0.5% | -3.5% | +2.9% | -0.3% |
| 30D | -1.7% | -30.8% | +29.1% | +0.6% |
| 3M | -1.8% | -29.8% | +28.0% | +0.2% |
| 6M | -8.8% | -34.8% | +26.0% | -6.6% |
| YTD | +5.2% | -42.3% | +47.5% | +8.6% |
| 1Y | +21.3% | -39.5% | +60.9% | +24.5% |
| 3Y | +35.2% | -9.3% | +44.5% | +30.6% |
| All | +11.7% | -24.2% | +35.9% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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