+30.6%
ORCL vs NEE
+16.3%
+14.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | -11.2% | +3.9% | -15.0% | -11.5% |
| 30D | -18.8% | +12.8% | -31.7% | -19.9% |
| 3M | -18.8% | +3.6% | -22.3% | -19.1% |
| 6M | -39.7% | -7.5% | -32.2% | -39.2% |
| YTD | -39.6% | +10.7% | -50.3% | -41.0% |
| 1Y | -51.7% | +9.1% | -60.8% | -52.8% |
| 3Y | +10.2% | +61.0% | -50.8% | -1.6% |
| All | +30.6% | +16.3% | +14.3% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling