-39.6%
ZS vs RIO
+90.3%
-129.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.3% |
| 7D | -8.1% | -3.4% | -4.7% | -7.1% |
| 30D | -8.4% | +0.6% | -9.0% | -8.8% |
| 3M | +31.1% | +2.5% | +28.5% | +29.4% |
| 6M | +4.4% | +10.8% | -6.4% | -0.4% |
| YTD | -27.3% | +30.5% | -57.8% | -35.3% |
| 1Y | -41.4% | +68.1% | -109.5% | -52.9% |
| 3Y | +1.7% | +94.0% | -92.3% | -24.4% |
| 5Y | -39.6% | +92.0% | -131.6% | -54.6% |
| All | -39.6% | +90.3% | -129.9% | -54.6% |
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 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