+237.2%
RIO vs ZCMD
-100.0%
+337.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.1% | +7.6% | +0.7% |
| 7D | -3.2% | -5.4% | +2.2% | -3.1% |
| 30D | +0.9% | -24.8% | +25.7% | +1.3% |
| 3M | -1.4% | -62.8% | +61.4% | -2.5% |
| 6M | +10.9% | -99.5% | +110.5% | +16.8% |
| YTD | +31.2% | -99.8% | +131.0% | +39.8% |
| 1Y | +67.9% | -99.9% | +167.8% | +82.0% |
| 3Y | +88.8% | -100.0% | +188.8% | +117.1% |
| 5Y | +93.1% | -100.0% | +193.1% | +123.7% |
| All | +237.2% | -100.0% | +337.2% | +346.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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