-80.1%
RGTZ vs SPY
+14.7%
-94.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.5% | -7.8% | -12.8% |
| 7D | -11.6% | +0.5% | -12.1% | -8.1% |
| 30D | +9.0% | -0.9% | +9.9% | +3.1% |
| 3M | -6.3% | +3.9% | -10.2% | +48.3% |
| 6M | -84.4% | +14.5% | -98.9% | -38.7% |
| YTD | -85.0% | +12.9% | -97.9% | -41.0% |
| All | -80.1% | +14.7% | -94.8% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling