+118.1%
QQQ vs RGTI
+53.1%
+65.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | -1.3% | -0.1% | -1.1% | -1.3% |
| 30D | -1.4% | -16.2% | +14.8% | -0.5% |
| 3M | +2.3% | -22.0% | +24.3% | +3.4% |
| 6M | +16.9% | -10.8% | +27.7% | +16.4% |
| YTD | +15.6% | -31.6% | +47.2% | +16.4% |
| 1Y | +22.6% | -6.4% | +29.0% | +20.0% |
| 3Y | +93.5% | +665.7% | -572.1% | +51.5% |
| 5Y | +93.9% | +55.6% | +38.3% | +70.8% |
| All | +118.1% | +53.1% | +65.0% | +89.2% |
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