+55.6%
RGTI vs Z
-66.0%
+121.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | +1.0% |
| 7D | -0.1% | -11.6% | +11.4% | +6.3% |
| 30D | -16.2% | -8.5% | -7.7% | -13.3% |
| 3M | -22.0% | -7.9% | -14.1% | -21.1% |
| 6M | -10.8% | -29.1% | +18.3% | +4.8% |
| YTD | -31.6% | -54.2% | +22.6% | +1.3% |
| 1Y | -6.4% | -63.5% | +57.2% | +55.8% |
| 3Y | +665.7% | -38.6% | +704.3% | +855.9% |
| All | +55.6% | -66.0% | +121.7% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling