+652.2%
RGTI vs ZCMD
-100.0%
+752.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.0% | +7.8% | +0.9% |
| 7D | +0.5% | -5.4% | +5.9% | +0.6% |
| 30D | -17.1% | -24.8% | +7.7% | -16.6% |
| 3M | -26.0% | -62.8% | +36.8% | -27.2% |
| 6M | -9.9% | -99.5% | +89.7% | -2.2% |
| YTD | -31.1% | -99.8% | +68.7% | -22.9% |
| 1Y | -8.5% | -99.9% | +91.4% | +6.3% |
| 3Y | +652.2% | -100.0% | +752.2% | +673.6% |
| All | +652.2% | -100.0% | +752.2% | +673.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling