+250.2%
RIO vs ZCMD
-100.0%
+350.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +1.9% | -1.4% | +3.3% | +2.0% |
| 30D | +5.0% | -21.6% | +26.5% | +5.2% |
| 3M | +5.1% | -67.4% | +72.5% | +4.3% |
| 6M | +17.6% | -99.4% | +117.1% | +23.4% |
| YTD | +36.3% | -99.7% | +136.0% | +45.1% |
| 1Y | +71.2% | -99.9% | +171.1% | +84.9% |
| 3Y | +102.7% | -100.0% | +202.7% | +132.9% |
| 5Y | +99.6% | -100.0% | +199.6% | +130.6% |
| All | +250.2% | -100.0% | +350.2% | +363.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling