+98.9%
RIO vs Z
-55.0%
+153.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.6% | +2.8% |
| 7D | +4.4% | -5.2% | +9.6% | +4.9% |
| 30D | -8.9% | +5.7% | -14.6% | -9.6% |
| 3M | -12.7% | -8.7% | -3.9% | -12.3% |
| 6M | -16.2% | -26.0% | +9.8% | -14.1% |
| YTD | +13.4% | -55.0% | +68.4% | +22.3% |
| 1Y | +30.9% | -58.0% | +88.9% | +42.2% |
| 3Y | +60.2% | -15.2% | +75.4% | +57.2% |
| 5Y | +98.9% | -53.8% | +152.7% | +90.2% |
| All | +98.9% | -55.0% | +153.9% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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