-59.0%
ZTS vs RIO
+95.3%
-154.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -3.8% | +1.0% | -4.7% | -3.9% |
| 30D | -2.0% | +4.0% | -6.1% | -2.8% |
| 3M | -10.2% | +4.5% | -14.7% | -11.0% |
| 6M | -39.4% | +17.3% | -56.7% | -41.8% |
| YTD | -40.8% | +36.2% | -77.0% | -45.3% |
| 1Y | -50.1% | +76.1% | -126.3% | -56.7% |
| All | -59.0% | +95.3% | -154.2% | -65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling