-59.3%
ZTS vs RIO
+93.1%
-152.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -7.4% | +0.5% | -7.9% | -7.5% |
| 30D | +9.9% | -9.9% | +19.8% | +12.2% |
| 3M | +10.3% | -14.0% | +24.3% | +13.6% |
| 6M | +9.2% | -19.5% | +28.7% | +13.7% |
| YTD | -32.9% | +11.5% | -44.4% | -35.6% |
| 1Y | -29.7% | +26.9% | -56.7% | -34.7% |
| 3Y | -49.0% | +55.1% | -104.1% | -55.3% |
| 5Y | -59.3% | +90.7% | -150.0% | -64.5% |
| All | -59.3% | +93.1% | -152.3% | -64.5% |
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