+91.5%
RIO vs ZBH
-28.6%
+120.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.3% |
| 7D | -3.2% | -4.7% | +1.5% | -2.2% |
| 30D | +0.9% | -4.5% | +5.4% | +1.9% |
| 3M | -1.4% | +7.6% | -9.0% | -3.6% |
| 6M | +10.9% | +0.3% | +10.7% | +10.1% |
| YTD | +31.2% | +4.5% | +26.7% | +28.7% |
| 1Y | +67.9% | -9.4% | +77.3% | +69.8% |
| 3Y | +88.8% | -21.5% | +110.3% | +97.5% |
| All | +91.5% | -28.6% | +120.2% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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