+284.2%
NEE vs RIO
+354.4%
-70.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -2.1% | -0.9% | -1.2% | -1.9% |
| 30D | +8.6% | -9.1% | +17.7% | +10.6% |
| 3M | -0.3% | -13.7% | +13.4% | +2.4% |
| 6M | -8.9% | -24.3% | +15.4% | -4.2% |
| YTD | +8.3% | +8.9% | -0.5% | +5.3% |
| 1Y | +4.3% | +22.7% | -18.4% | -1.2% |
| 3Y | +70.7% | +51.2% | +19.6% | +53.7% |
| 5Y | +12.8% | +88.1% | -75.3% | -4.4% |
| All | +284.2% | +354.4% | -70.2% | +175.7% |
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