+111.7%
RIOT vs ZBH
-20.7%
+132.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.3% | +2.2% |
| 7D | -1.5% | -4.7% | +3.2% | -0.4% |
| 30D | +5.7% | -4.5% | +10.2% | +6.5% |
| 3M | -17.9% | +7.6% | -25.4% | -21.0% |
| 6M | +45.0% | +0.3% | +44.7% | +43.4% |
| YTD | +69.5% | +4.5% | +64.9% | +65.1% |
| 1Y | +37.2% | -9.4% | +46.6% | +40.1% |
| 3Y | +111.7% | -21.5% | +133.2% | +138.7% |
| All | +111.7% | -20.7% | +132.4% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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