+54.2%
RGTI vs Z
-76.3%
+130.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -1.3% |
| 7D | +0.5% | -6.0% | +6.5% | +3.3% |
| 30D | -17.1% | -2.3% | -14.8% | -17.1% |
| 3M | -26.0% | -0.6% | -25.4% | -28.0% |
| 6M | -9.9% | -27.6% | +17.8% | +4.0% |
| YTD | -31.1% | -52.4% | +21.3% | -1.9% |
| 1Y | -8.5% | -63.6% | +55.1% | +48.6% |
| 3Y | +652.2% | -36.4% | +688.6% | +818.3% |
| 5Y | +56.8% | -64.6% | +121.4% | +82.1% |
| All | +54.2% | -76.3% | +130.5% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling