-78.6%
RGTZ vs SPY
+14.1%
-92.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.8% | +3.6% |
| 7D | -6.6% | -0.4% | -6.3% | -9.5% |
| 30D | +13.2% | -1.4% | +14.6% | +3.7% |
| 3M | -15.4% | +3.7% | -19.1% | +31.9% |
| 6M | -82.0% | +13.0% | -95.0% | -36.2% |
| YTD | -83.9% | +12.4% | -96.3% | -38.9% |
| All | -78.6% | +14.1% | -92.8% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling