+13.8%
ORCL vs NEE
+69.0%
-55.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +8.0% | -2.1% | +10.1% | +7.9% |
| 30D | -4.0% | +8.6% | -12.6% | -3.7% |
| 3M | -19.5% | -0.3% | -19.2% | -19.4% |
| 6M | -33.5% | -8.9% | -24.5% | -33.3% |
| YTD | -34.8% | +8.3% | -43.2% | -35.6% |
| 1Y | -41.6% | +4.3% | -45.9% | -42.1% |
| 3Y | +13.8% | +70.7% | -57.0% | +6.5% |
| All | +13.8% | +69.0% | -55.3% | +6.5% |
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