+251.6%
ORCL vs NEE
+270.3%
-18.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | +0.5% | +2.2% | -1.7% | -0.1% |
| 30D | -15.3% | +12.3% | -27.5% | -17.8% |
| 3M | -18.2% | +3.4% | -21.6% | -19.1% |
| 6M | -38.4% | -5.3% | -33.1% | -37.9% |
| YTD | -37.7% | +10.6% | -48.3% | -40.2% |
| 1Y | -49.3% | +6.5% | -55.7% | -50.8% |
| 3Y | +10.6% | +73.5% | -62.9% | -10.5% |
| 5Y | +35.5% | +17.0% | +18.5% | +23.8% |
| 10Y | +251.6% | +281.9% | -30.3% | +127.6% |
| All | +251.6% | +270.3% | -18.7% | +127.6% |
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