+62.5%
DIA vs RGTI
+55.6%
+6.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | -3.0% | -16.2% | +13.2% | -2.5% |
| 3M | +4.5% | -22.0% | +26.5% | +5.0% |
| 6M | +9.8% | -10.8% | +20.5% | +9.4% |
| YTD | +9.3% | -31.6% | +40.9% | +9.5% |
| 1Y | +16.0% | -6.4% | +22.3% | +14.5% |
| 3Y | +57.7% | +665.7% | -607.9% | +38.8% |
| All | +62.5% | +55.6% | +6.9% | +47.1% |
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