+2,577.1%
RIO vs ZBH
+274.1%
+2,302.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +1.0% | -4.9% | +5.9% | +3.3% |
| 30D | +4.0% | -3.2% | +7.3% | +5.4% |
| 3M | +4.5% | +5.8% | -1.3% | +0.8% |
| 6M | +17.3% | +2.0% | +15.4% | +14.3% |
| YTD | +36.2% | +5.8% | +30.4% | +30.0% |
| 1Y | +76.1% | -7.9% | +84.1% | +76.9% |
| 3Y | +102.5% | -19.4% | +121.9% | +111.2% |
| 5Y | +103.5% | -29.5% | +133.0% | +120.6% |
| 10Y | +619.2% | -15.5% | +634.7% | +546.7% |
| All | +2,577.1% | +274.1% | +2,302.9% | +1,207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling