+244.8%
NEE vs RIO
+608.6%
-363.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.3% |
| 7D | -1.3% | -3.2% | +1.9% | -0.7% |
| 30D | -3.3% | +0.9% | -4.2% | -3.6% |
| 3M | -2.3% | -1.4% | -0.8% | -2.2% |
| 6M | -8.9% | +10.9% | -19.8% | -11.2% |
| YTD | +4.8% | +31.2% | -26.4% | -1.6% |
| 1Y | +18.7% | +67.9% | -49.2% | +6.0% |
| 3Y | +33.2% | +88.8% | -55.5% | +15.5% |
| 5Y | +10.9% | +93.1% | -82.3% | -6.0% |
| All | +244.8% | +608.6% | -363.8% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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