-13.4%
RGTI vs ZETA
+67.2%
-80.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.1% |
| 7D | +2.5% | -0.1% | +2.6% | +2.3% |
| 30D | -13.7% | +10.5% | -24.1% | -17.2% |
| 3M | -22.6% | +44.3% | -66.9% | -34.1% |
| 6M | -13.4% | +59.4% | -72.8% | -27.6% |
| All | -13.4% | +67.2% | -80.6% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 6mo: compounded portfolio wealth divided by compounded ZETA 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…
6mo analysis · Full analysis span regression · 6 months rolling