+113.6%
C vs RGTI
-9.6%
+123.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.8% | +0.3% |
| 7D | +4.2% | -18.1% | +22.3% | +5.2% |
| 30D | +2.0% | -17.6% | +19.6% | +2.8% |
| 3M | -10.1% | -48.3% | +38.2% | -7.2% |
| 6M | +1.0% | -47.8% | +48.7% | +3.3% |
| YTD | +8.5% | -56.6% | +65.0% | +11.4% |
| 1Y | +25.7% | -61.8% | +87.6% | +29.5% |
| 3Y | +216.0% | +807.5% | -591.6% | +152.2% |
| All | +113.6% | -9.6% | +123.2% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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