+11.5%
NEE vs RIO
+90.3%
-78.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.5% |
| 3M | -0.3% | -13.7% | +13.4% | +2.3% |
| 6M | -8.9% | -24.3% | +15.4% | -4.3% |
| YTD | +8.3% | +8.9% | -0.5% | +5.0% |
| 1Y | +4.3% | +22.7% | -18.4% | -1.6% |
| 3Y | +70.7% | +51.2% | +19.6% | +52.8% |
| All | +11.5% | +90.3% | -78.8% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling