+1,464.0%
NRG vs RIO
+1,375.4%
+88.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -1.7% |
| 7D | -0.2% | -3.4% | +3.2% | +1.1% |
| 30D | -6.8% | +0.6% | -7.4% | -7.1% |
| 3M | -7.1% | +2.5% | -9.7% | -8.4% |
| 6M | -27.6% | +10.8% | -38.4% | -30.6% |
| YTD | -29.2% | +30.5% | -59.7% | -36.3% |
| 1Y | -29.9% | +68.1% | -98.0% | -42.5% |
| 3Y | +198.7% | +94.0% | +104.6% | +129.9% |
| 5Y | +192.9% | +92.0% | +100.9% | +118.4% |
| 10Y | +1,084.1% | +589.0% | +495.1% | +422.4% |
| All | +1,464.0% | +1,375.4% | +88.6% | +432.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling