+523.3%
ON vs NEE
+289.4%
+233.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +12.2% | -2.1% | +14.3% | +13.2% |
| 30D | -3.1% | +8.6% | -11.7% | -6.7% |
| 3M | -12.9% | -0.3% | -12.6% | -13.1% |
| 6M | -38.6% | -8.9% | -29.7% | -36.7% |
| YTD | +31.2% | +8.3% | +22.9% | +25.4% |
| 1Y | +47.6% | +4.3% | +43.4% | +43.3% |
| 3Y | +6.6% | +70.7% | -64.1% | -20.6% |
| 5Y | +21.3% | +12.8% | +8.5% | +8.6% |
| All | +523.3% | +289.4% | +233.9% | +298.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 10y: compounded portfolio wealth divided by compounded NEE 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…
10y analysis · Full analysis span regression · 6 months rolling