-26.7%
ZTS vs RIO
+29.3%
-56.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.6% | +3.9% | +7.2% |
| 7D | +15.4% | -1.6% | +17.0% | +15.4% |
| 30D | +25.8% | -11.6% | +37.4% | +26.7% |
| 3M | +18.1% | -12.7% | +30.8% | +18.9% |
| 6M | -19.7% | -12.4% | -7.4% | -19.6% |
| YTD | -27.5% | +11.0% | -38.5% | -30.5% |
| 1Y | -26.7% | +30.8% | -57.6% | -33.0% |
| All | -26.7% | +29.3% | -56.1% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling