+87.8%
ZTS vs RIO
+354.4%
-266.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +5.6% | -0.9% | +6.5% | +5.8% |
| 30D | +12.1% | -9.1% | +21.2% | +14.8% |
| 3M | +11.3% | -13.7% | +24.9% | +15.4% |
| 6M | +14.3% | -24.3% | +38.6% | +22.1% |
| YTD | -31.9% | +8.9% | -40.8% | -34.5% |
| 1Y | -29.3% | +22.7% | -51.9% | -34.3% |
| 3Y | -48.0% | +51.2% | -99.2% | -55.0% |
| 5Y | -58.9% | +88.1% | -147.0% | -67.3% |
| All | +87.8% | +354.4% | -266.6% | +17.6% |
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 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