+273.7%
ZETA vs RIO
+95.3%
+178.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.1% | +1.0% | -1.0% | -0.6% |
| 30D | +10.5% | +4.0% | +6.4% | +8.0% |
| 3M | +44.3% | +4.5% | +39.8% | +40.6% |
| 6M | +59.4% | +17.3% | +42.1% | +44.4% |
| YTD | +49.5% | +36.2% | +13.3% | +22.6% |
| 1Y | +62.7% | +76.1% | -13.5% | +14.5% |
| All | +273.7% | +95.3% | +178.4% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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