+53.9%
RGTI vs Z
-76.5%
+130.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | +2.5% | -7.1% | +9.5% | +6.1% |
| 30D | -13.7% | -4.8% | -8.9% | -12.5% |
| 3M | -22.6% | -9.3% | -13.3% | -21.0% |
| 6M | -13.4% | -29.0% | +15.6% | +1.0% |
| YTD | -31.2% | -52.9% | +21.7% | -1.5% |
| 1Y | -7.6% | -63.1% | +55.5% | +49.1% |
| 3Y | +669.7% | -36.9% | +706.6% | +844.2% |
| 5Y | +57.0% | -65.5% | +122.5% | +83.6% |
| All | +53.9% | -76.5% | +130.5% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling