+10.2%
ORCL vs NEE
+60.0%
-49.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.7% |
| 7D | -11.2% | +3.9% | -15.0% | -11.0% |
| 30D | -18.8% | +12.8% | -31.7% | -18.5% |
| 3M | -18.8% | +3.6% | -22.3% | -18.6% |
| 6M | -39.7% | -7.5% | -32.2% | -39.5% |
| YTD | -39.6% | +10.7% | -50.3% | -40.3% |
| 1Y | -51.7% | +9.1% | -60.8% | -52.2% |
| 3Y | +10.2% | +61.0% | -50.8% | +7.9% |
| All | +10.2% | +60.0% | -49.8% | +7.9% |
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