-27.4%
ON vs NEE
+38.3%
-65.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.5% |
| 7D | -2.2% | +1.1% | -3.2% | -2.4% |
| 30D | -12.4% | -0.2% | -12.2% | -12.4% |
| 3M | -41.2% | +0.5% | -41.7% | -41.4% |
| 6M | +25.0% | -6.5% | +31.5% | +26.3% |
| YTD | +31.3% | +6.7% | +24.6% | +29.5% |
| 1Y | +45.4% | +23.6% | +21.8% | +40.0% |
| 3Y | -27.4% | +37.1% | -64.5% | -34.8% |
| All | -27.4% | +38.3% | -65.7% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling