+31.5%
ORCL vs NEE
+37.6%
-6.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.1% |
| 7D | +5.3% | +1.9% | +3.3% | +5.3% |
| 30D | +10.0% | -2.2% | +12.1% | +9.9% |
| 3M | -32.6% | -1.2% | -31.4% | -32.6% |
| 6M | +4.9% | -8.6% | +13.5% | +4.9% |
| YTD | -17.8% | +6.2% | -23.9% | -18.5% |
| 1Y | -28.0% | +21.1% | -49.1% | -29.3% |
| All | +31.5% | +37.6% | -6.1% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling