+92.0%
RIO vs ZBRA
-40.9%
+132.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | -3.4% | -3.8% | +0.4% | -2.7% |
| 30D | +0.6% | -10.2% | +10.8% | +2.5% |
| 3M | +2.5% | +58.7% | -56.1% | -6.9% |
| 6M | +10.8% | +61.9% | -51.1% | -0.1% |
| YTD | +30.5% | +41.7% | -11.2% | +20.0% |
| 1Y | +68.1% | +12.4% | +55.8% | +61.1% |
| 3Y | +94.0% | +34.2% | +59.9% | +73.7% |
| 5Y | +92.0% | -40.8% | +132.8% | +82.9% |
| All | +92.0% | -40.9% | +132.9% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling