-8.5%
RGTI vs Z
-62.2%
+53.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -0.7% |
| 7D | +0.5% | -6.0% | +6.5% | +2.5% |
| 30D | -17.1% | -2.3% | -14.8% | -17.3% |
| 3M | -26.0% | -0.6% | -25.4% | -27.5% |
| 6M | -9.9% | -27.6% | +17.8% | +4.8% |
| YTD | -31.1% | -52.4% | +21.3% | -7.1% |
| 1Y | -8.5% | -63.6% | +55.1% | +39.5% |
| All | -8.5% | -62.2% | +53.7% | +39.5% |
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 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