-68.1%
RGTI vs ZCMD
-99.9%
+31.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.2% | +1.2% |
| 7D | -9.6% | -13.3% | +3.7% | -9.4% |
| 30D | -26.0% | -49.6% | +23.6% | -25.3% |
| 3M | -35.8% | -54.6% | +18.9% | -35.1% |
| 6M | -36.7% | -99.8% | +63.1% | -38.0% |
| YTD | -49.4% | -99.9% | +50.5% | -49.4% |
| 1Y | -68.1% | -99.9% | +31.8% | -69.0% |
| All | -68.1% | -99.9% | +31.8% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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