+70.0%
DIA vs RGTI
+53.9%
+16.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.6% |
| 7D | -1.2% | +2.5% | -3.7% | -1.3% |
| 30D | -2.7% | -13.7% | +11.0% | -2.3% |
| 3M | +3.3% | -22.6% | +25.9% | +3.8% |
| 6M | +10.4% | -13.4% | +23.8% | +10.2% |
| YTD | +10.0% | -31.2% | +41.2% | +10.2% |
| 1Y | +16.2% | -7.6% | +23.8% | +14.8% |
| 3Y | +58.7% | +669.7% | -611.0% | +39.6% |
| 5Y | +63.6% | +57.0% | +6.5% | +49.6% |
| All | +70.0% | +53.9% | +16.0% | +56.7% |
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