+85.9%
ZTS vs RIO
+356.2%
-270.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.0% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +12.4% | -10.5% | +22.9% | +15.6% |
| 3M | +13.6% | -15.9% | +29.5% | +18.5% |
| 6M | +9.3% | -22.3% | +31.6% | +15.9% |
| YTD | -32.6% | +9.3% | -41.9% | -35.3% |
| 1Y | -30.0% | +23.0% | -53.1% | -35.0% |
| 3Y | -48.7% | +52.1% | -100.8% | -55.7% |
| 5Y | -59.3% | +88.9% | -148.2% | -67.7% |
| All | +85.9% | +356.2% | -270.4% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling