+87.7%
RIO vs ZBRA
+33.4%
+54.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.2% |
| 7D | -3.4% | -3.8% | +0.4% | -2.7% |
| 30D | +0.6% | -10.2% | +10.8% | +2.4% |
| 3M | +2.5% | +58.7% | -56.1% | -6.5% |
| 6M | +10.8% | +61.9% | -51.1% | +0.4% |
| YTD | +30.5% | +41.7% | -11.2% | +20.4% |
| 1Y | +68.1% | +12.4% | +55.8% | +61.4% |
| All | +87.7% | +33.4% | +54.3% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling