+279.2%
ORCL vs NEE
+293.4%
-14.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +8.9% |
| 7D | +3.8% | -2.8% | +6.5% | +4.4% |
| 30D | -6.6% | +9.5% | -16.1% | -8.8% |
| 3M | -11.4% | +1.0% | -12.5% | -11.9% |
| 6M | -33.3% | -8.0% | -25.3% | -32.2% |
| YTD | -33.3% | +9.4% | -42.7% | -35.8% |
| 1Y | -44.9% | +3.1% | -48.1% | -46.1% |
| 3Y | +17.6% | +70.5% | -52.9% | -4.4% |
| 5Y | +46.1% | +15.2% | +30.9% | +34.1% |
| All | +279.2% | +293.4% | -14.2% | +141.4% |
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 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