+137.4%
C vs RGTI
+53.5%
+83.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +3.6% | -2.5% | +6.1% | +3.8% |
| 30D | +0.1% | -9.4% | +9.5% | +0.5% |
| 3M | +2.4% | -37.1% | +39.5% | +4.5% |
| 6M | +24.9% | -14.4% | +39.3% | +24.5% |
| YTD | +19.8% | -31.4% | +51.2% | +20.4% |
| 1Y | +44.9% | +0.5% | +44.3% | +41.5% |
| 3Y | +263.0% | +726.1% | -463.1% | +189.9% |
| 5Y | +129.5% | +56.2% | +73.3% | +89.2% |
| All | +137.4% | +53.5% | +83.8% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling