-68.1%
RGTI vs Z
-54.2%
-14.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.4% | -8.3% | -2.0% |
| 7D | -9.6% | +10.2% | -19.8% | -12.8% |
| 30D | -26.0% | +23.7% | -49.7% | -32.4% |
| 3M | -35.8% | -6.6% | -29.2% | -34.8% |
| 6M | -36.7% | -23.0% | -13.7% | -26.6% |
| YTD | -49.4% | -50.3% | +0.9% | -25.5% |
| 1Y | -68.1% | -53.6% | -14.6% | -50.1% |
| All | -68.1% | -54.2% | -14.0% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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