-68.1%
RGTI vs STZ
+14.7%
-82.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.2% | +2.5% |
| 7D | -9.6% | +13.0% | -22.6% | -6.7% |
| 30D | -26.0% | +29.4% | -55.4% | -22.0% |
| 3M | -35.8% | +11.6% | -47.3% | -33.4% |
| 6M | -36.7% | -0.2% | -36.4% | -34.3% |
| YTD | -49.4% | +8.6% | -57.9% | -53.6% |
| 1Y | -68.1% | +15.9% | -84.1% | -69.9% |
| All | -68.1% | +14.7% | -82.9% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling