+8.0%
ZS vs RIO
+51.7%
-43.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -2.6% | -0.9% | -1.7% | -2.5% |
| 30D | -12.8% | -9.1% | -3.7% | -11.4% |
| 3M | +2.3% | -13.7% | +16.0% | +4.7% |
| 6M | +26.3% | -24.3% | +50.6% | +32.7% |
| YTD | -14.4% | +8.9% | -23.3% | -19.7% |
| 1Y | -37.6% | +22.7% | -60.3% | -44.0% |
| 3Y | +8.0% | +51.2% | -43.1% | -12.2% |
| All | +8.0% | +51.7% | -43.7% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling