+55.7%
ZTS vs RIO
+608.6%
-552.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -3.7% | -3.2% | -0.5% | -3.0% |
| 30D | -0.8% | +0.9% | -1.7% | -1.1% |
| 3M | -9.7% | -1.4% | -8.3% | -9.8% |
| 6M | -38.4% | +10.9% | -49.3% | -40.6% |
| YTD | -41.1% | +31.2% | -72.3% | -45.9% |
| 1Y | -50.6% | +67.9% | -118.5% | -57.7% |
| 3Y | -59.1% | +88.8% | -147.9% | -66.5% |
| 5Y | -62.7% | +93.1% | -155.8% | -70.3% |
| All | +55.7% | +608.6% | -552.9% | -10.4% |
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