+62.4%
EWY vs RGTI
-69.7%
+132.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.2% |
| 7D | -8.3% | -9.6% | +1.3% | -5.8% |
| 30D | -20.5% | -26.0% | +5.5% | -14.0% |
| 3M | -11.1% | -35.8% | +24.6% | -0.7% |
| 6M | -7.0% | -36.7% | +29.7% | +2.5% |
| YTD | +56.5% | -49.4% | +105.9% | +71.7% |
| 1Y | +62.4% | -68.1% | +130.6% | +83.6% |
| All | +62.4% | -69.7% | +132.2% | +83.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling