+282.0%
ZETA vs RIO
+93.1%
+188.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.5% | +7.1% | +7.4% |
| 7D | +18.8% | +0.5% | +18.3% | +18.5% |
| 30D | +12.6% | -9.9% | +22.5% | +18.1% |
| 3M | +29.5% | -14.0% | +43.5% | +38.0% |
| 6M | +128.6% | -19.5% | +148.1% | +150.8% |
| YTD | +85.5% | +11.5% | +73.9% | +70.6% |
| 1Y | +90.6% | +26.9% | +63.7% | +64.3% |
| 3Y | +358.0% | +55.1% | +302.9% | +253.4% |
| 5Y | +282.0% | +90.7% | +191.3% | +129.7% |
| All | +282.0% | +93.1% | +188.9% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling