+646.8%
RGTI vs Z
-39.0%
+685.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | +1.1% |
| 7D | -0.1% | -11.6% | +11.4% | +7.0% |
| 30D | -16.2% | -8.5% | -7.7% | -13.0% |
| 3M | -22.0% | -7.9% | -14.1% | -21.1% |
| 6M | -10.8% | -29.1% | +18.3% | +7.3% |
| YTD | -31.6% | -54.2% | +22.6% | +7.7% |
| 1Y | -6.4% | -63.5% | +57.2% | +68.8% |
| All | +646.8% | -39.0% | +685.8% | +933.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling