+43.7%
F vs RGTI
+58.3%
-14.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.6% | -0.3% | -3.7% |
| 7D | -4.9% | +2.5% | -7.4% | -5.0% |
| 30D | -2.9% | -13.7% | +10.8% | -2.2% |
| 3M | -9.1% | -22.6% | +13.5% | -8.2% |
| 6M | +12.9% | -13.4% | +26.3% | +12.8% |
| YTD | +6.1% | -31.2% | +37.3% | +6.7% |
| 1Y | +22.5% | -7.6% | +30.2% | +20.1% |
| 3Y | +32.1% | +669.7% | -637.6% | +1.7% |
| 5Y | +43.7% | +57.0% | -13.3% | +27.9% |
| All | +43.7% | +58.3% | -14.5% | +27.9% |
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