+206.8%
ON vs NEE
+3,400.5%
-3,193.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +5.9% |
| 7D | +3.3% | -2.8% | +6.1% | +4.6% |
| 30D | -3.1% | +9.5% | -12.7% | -7.4% |
| 3M | -9.2% | +1.0% | -10.3% | -10.0% |
| 6M | -31.4% | -8.0% | -23.4% | -29.4% |
| YTD | +36.0% | +9.4% | +26.5% | +28.8% |
| 1Y | +52.0% | +3.1% | +48.9% | +47.8% |
| 3Y | +9.3% | +70.5% | -61.2% | -19.2% |
| 5Y | +26.5% | +15.2% | +11.3% | +10.4% |
| 10Y | +556.1% | +291.2% | +265.0% | +211.5% |
| All | +206.8% | +3,400.5% | -3,193.8% | -25.4% |
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