+53.1%
RGTI vs ZBRA
-30.6%
+83.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.1% | -3.8% | +3.6% | +2.2% |
| 30D | -16.2% | -10.2% | -6.0% | -10.4% |
| 3M | -22.0% | +58.7% | -80.7% | -43.2% |
| 6M | -10.8% | +61.9% | -72.7% | -36.1% |
| YTD | -31.6% | +41.7% | -73.2% | -47.9% |
| 1Y | -6.4% | +12.4% | -18.7% | -16.6% |
| 3Y | +665.7% | +34.2% | +631.5% | +516.6% |
| 5Y | +55.6% | -40.8% | +96.4% | +52.7% |
| All | +53.1% | -30.6% | +83.8% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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