+67.9%
RIO vs ZCMD
-99.9%
+167.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.1% | +7.6% | +0.6% |
| 7D | -3.2% | -5.4% | +2.2% | -3.2% |
| 30D | +0.9% | -24.8% | +25.7% | +1.2% |
| 3M | -1.4% | -62.8% | +61.4% | -1.6% |
| 6M | +10.9% | -99.5% | +110.5% | +16.1% |
| YTD | +31.2% | -99.8% | +131.0% | +38.1% |
| 1Y | +67.9% | -99.9% | +167.8% | +79.7% |
| All | +67.9% | -99.9% | +167.8% | +79.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling