+209.9%
ON vs NEE
+3,296.3%
-3,086.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +2.4% | +1.9% | +0.5% | +1.6% |
| 30D | -3.3% | -2.2% | -1.1% | -2.4% |
| 3M | -43.6% | -1.2% | -42.4% | -43.6% |
| 6M | +19.0% | -8.6% | +27.5% | +23.0% |
| YTD | +37.4% | +6.2% | +31.2% | +32.4% |
| 1Y | +54.8% | +21.1% | +33.7% | +40.2% |
| 3Y | -25.2% | +36.4% | -61.6% | -38.9% |
| 5Y | +62.7% | +11.4% | +51.4% | +44.5% |
| 10Y | +574.3% | +250.0% | +324.4% | +237.9% |
| All | +209.9% | +3,296.3% | -3,086.4% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling