+95.9%
RIO vs ZCMD
-100.0%
+195.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.1% |
| 7D | +1.0% | -4.1% | +5.1% | +1.0% |
| 30D | +4.0% | -22.7% | +26.8% | +4.2% |
| 3M | +4.5% | -62.5% | +67.0% | +4.1% |
| 6M | +17.3% | -99.5% | +116.8% | +19.5% |
| YTD | +36.2% | -99.7% | +135.9% | +39.2% |
| 1Y | +76.1% | -99.9% | +176.0% | +80.8% |
| All | +95.9% | -100.0% | +195.9% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling