+58.9%
DIA vs RGTI
+671.2%
-612.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.2% | +0.9% |
| 7D | -1.6% | +0.5% | -2.0% | -1.6% |
| 30D | -2.0% | -17.1% | +15.1% | -1.5% |
| 3M | +3.6% | -26.0% | +29.6% | +4.3% |
| 6M | +11.5% | -9.9% | +21.4% | +11.1% |
| YTD | +10.4% | -31.1% | +41.4% | +10.5% |
| 1Y | +15.6% | -8.5% | +24.1% | +14.2% |
| 3Y | +58.9% | +652.2% | -593.3% | +39.8% |
| All | +58.9% | +671.2% | -612.3% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling