+252.6%
ZETA vs RIO
+79.9%
+172.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.3% |
| 7D | +2.7% | 0.0% | +2.7% | +2.6% |
| 30D | +15.8% | +4.0% | +11.8% | +13.6% |
| 3M | +35.4% | +0.1% | +35.3% | +34.9% |
| 6M | +67.1% | +12.7% | +54.4% | +56.4% |
| YTD | +54.1% | +35.6% | +18.5% | +31.3% |
| 1Y | +67.8% | +73.7% | -5.9% | +27.2% |
| 3Y | +311.4% | +93.3% | +218.1% | +194.2% |
| 5Y | +324.8% | +92.4% | +232.4% | +182.8% |
| All | +252.6% | +79.9% | +172.8% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling