+37.5%
F vs RGTI
+714.9%
-677.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.0% | -8.3% | -4.4% |
| 7D | +1.2% | +5.5% | -4.3% | +0.9% |
| 30D | +1.2% | -11.9% | +13.1% | +1.8% |
| 3M | -5.7% | -27.4% | +21.7% | -4.6% |
| 6M | +17.9% | -7.1% | +25.0% | +17.5% |
| YTD | +10.4% | -28.6% | +39.0% | +10.8% |
| 1Y | +25.3% | +4.4% | +21.0% | +22.6% |
| 3Y | +37.5% | +698.5% | -661.0% | +3.4% |
| All | +37.5% | +714.9% | -677.5% | +3.4% |
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