+32.6%
NET vs RGTI
+7.8%
+24.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.7% |
| 7D | -16.4% | -9.6% | -6.8% | -15.1% |
| 30D | -25.8% | -26.0% | +0.2% | -22.7% |
| 3M | -11.5% | -35.8% | +24.2% | -6.1% |
| 6M | +18.9% | -36.7% | +55.6% | +23.9% |
| YTD | +35.2% | -49.4% | +84.6% | +43.4% |
| 1Y | +14.5% | -68.1% | +82.6% | +28.0% |
| 3Y | +313.8% | +858.1% | -544.3% | +93.6% |
| 5Y | +32.6% | +8.5% | +24.0% | +7.9% |
| All | +32.6% | +7.8% | +24.8% | +7.9% |
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