+55.5%
ZM vs RIO
+204.0%
-148.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.4% | -4.9% |
| 7D | +1.6% | +1.9% | -0.3% | +1.4% |
| 30D | -7.7% | +5.0% | -12.7% | -8.1% |
| 3M | -4.7% | +5.1% | -9.8% | -5.1% |
| 6M | +24.4% | +17.6% | +6.8% | +22.3% |
| YTD | +11.8% | +36.3% | -24.5% | +8.2% |
| 1Y | +13.4% | +71.2% | -57.8% | +7.3% |
| 3Y | +33.8% | +102.7% | -68.9% | +24.9% |
| 5Y | -67.2% | +99.6% | -166.7% | -69.3% |
| All | +55.5% | +204.0% | -148.5% | +80.7% |
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 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