+390.7%
ZS vs RIO
+286.1%
+104.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.2% | -4.8% |
| 7D | -9.2% | +1.9% | -11.1% | -9.8% |
| 30D | -4.0% | +5.0% | -9.0% | -5.6% |
| 3M | +25.3% | +5.1% | +20.2% | +22.8% |
| 6M | -1.3% | +17.6% | -18.9% | -7.4% |
| YTD | -28.0% | +36.3% | -64.3% | -36.2% |
| 1Y | -42.5% | +71.2% | -113.7% | -53.1% |
| 3Y | +0.7% | +102.7% | -102.0% | -23.5% |
| 5Y | -42.3% | +99.6% | -141.9% | -56.8% |
| All | +390.7% | +286.1% | +104.6% | +144.7% |
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