+363.4%
ORCL vs NEE
+248.4%
+114.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | +15.0% | +1.1% | +13.9% | +14.7% |
| 30D | +10.5% | -0.2% | +10.8% | +10.6% |
| 3M | -23.0% | +0.5% | -23.5% | -23.3% |
| 6M | +7.0% | -6.5% | +13.5% | +7.9% |
| YTD | -15.8% | +6.7% | -22.5% | -18.3% |
| 1Y | -31.1% | +23.6% | -54.7% | -35.9% |
| 3Y | +33.3% | +37.1% | -3.8% | +16.4% |
| 5Y | +94.3% | +10.9% | +83.4% | +80.5% |
| 10Y | +363.4% | +245.4% | +118.0% | +205.0% |
| All | +363.4% | +248.4% | +114.9% | +205.0% |
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