+33.8%
NEE vs RIO
+95.3%
-61.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.5% | +1.0% | -1.5% | -0.8% |
| 30D | -1.7% | +4.0% | -5.7% | -2.7% |
| 3M | -1.8% | +4.5% | -6.4% | -3.1% |
| 6M | -8.8% | +17.3% | -26.2% | -13.4% |
| YTD | +5.2% | +36.2% | -31.0% | -5.0% |
| 1Y | +21.3% | +76.1% | -54.8% | +0.3% |
| All | +33.8% | +95.3% | -61.5% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling