+341.8%
ZETA vs RIO
+97.3%
+244.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -2.4% | +1.9% | -4.4% | -3.3% |
| 30D | +15.6% | +5.0% | +10.6% | +12.7% |
| 3M | +41.5% | +5.1% | +36.4% | +37.6% |
| 6M | +63.4% | +17.6% | +45.8% | +49.4% |
| YTD | +51.3% | +36.3% | +15.0% | +27.5% |
| 1Y | +65.8% | +71.2% | -5.4% | +24.7% |
| 3Y | +279.2% | +102.7% | +176.5% | +160.3% |
| 5Y | +341.8% | +99.6% | +242.2% | +195.7% |
| All | +341.8% | +97.3% | +244.5% | +195.7% |
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