+584.5%
RIO vs ZBRA
+435.2%
+149.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.3% | +0.1% |
| 7D | -3.2% | -3.4% | +0.2% | -2.4% |
| 30D | +0.9% | -7.4% | +8.3% | +2.8% |
| 3M | -1.4% | +57.5% | -58.9% | -13.4% |
| 6M | +10.9% | +64.0% | -53.0% | -4.0% |
| YTD | +31.2% | +44.3% | -13.1% | +16.6% |
| 1Y | +67.9% | +10.9% | +57.0% | +59.1% |
| 3Y | +88.8% | +37.5% | +51.3% | +61.7% |
| 5Y | +93.1% | -39.7% | +132.8% | +102.9% |
| All | +584.5% | +435.2% | +149.3% | +288.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling