-62.2%
ZTS vs RIO
+101.9%
-164.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | -4.8% | +1.9% | -6.7% | -5.2% |
| 30D | +1.2% | +5.0% | -3.7% | +0.2% |
| 3M | -6.0% | +5.1% | -11.2% | -7.2% |
| 6M | -38.7% | +17.6% | -56.4% | -41.3% |
| YTD | -40.6% | +36.3% | -76.9% | -45.1% |
| 1Y | -50.6% | +71.2% | -121.8% | -56.7% |
| 3Y | -58.7% | +102.7% | -161.5% | -65.6% |
| All | -62.2% | +101.9% | -164.1% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling