+61.0%
ZM vs RIO
+142.9%
-81.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +11.0% | -0.9% | +12.0% | +11.1% |
| 30D | +5.6% | -9.1% | +14.7% | +6.6% |
| 3M | -9.1% | -13.7% | +4.5% | -7.9% |
| 6M | -2.6% | -24.3% | +21.8% | -0.1% |
| YTD | +15.7% | +8.9% | +6.8% | +14.3% |
| 1Y | +18.8% | +22.7% | -3.9% | +16.0% |
| 3Y | +62.2% | +51.2% | +11.0% | +55.0% |
| 5Y | -60.9% | +88.1% | -149.0% | -62.2% |
| All | +61.0% | +142.9% | -81.9% | +90.9% |
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