+67.0%
F vs RGTI
+53.5%
+13.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.5% |
| 7D | +5.3% | -2.5% | +7.8% | +5.5% |
| 30D | +4.6% | -9.4% | +14.0% | +5.1% |
| 3M | -3.7% | -37.1% | +33.4% | -1.7% |
| 6M | +16.8% | -14.4% | +31.2% | +16.7% |
| YTD | +15.3% | -31.4% | +46.7% | +16.0% |
| 1Y | +31.0% | +0.5% | +30.5% | +27.8% |
| 3Y | +45.4% | +726.1% | -680.7% | +11.4% |
| 5Y | +54.7% | +56.2% | -1.6% | +31.4% |
| All | +67.0% | +53.5% | +13.4% | +35.3% |
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