-75.9%
RGTZ vs SPY
+14.0%
-89.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +1.3% | +15.0% | +26.3% |
| 7D | -20.9% | -0.9% | -20.0% | -21.7% |
| 30D | -5.8% | -2.4% | -3.5% | -13.4% |
| 3M | +34.8% | -1.2% | +36.0% | +42.0% |
| 6M | -56.1% | +3.3% | -59.4% | -17.0% |
| YTD | -81.8% | +12.3% | -94.1% | -22.7% |
| 1Y | -79.5% | +12.4% | -92.0% | -2.3% |
| All | -75.9% | +14.0% | -89.9% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling