+56.8%
RGTI vs A
-14.3%
+71.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -1.9% | -0.8% |
| 7D | +0.5% | -2.6% | +3.1% | +1.9% |
| 30D | -17.1% | -0.9% | -16.2% | -16.6% |
| 3M | -26.0% | +13.6% | -39.6% | -31.8% |
| 6M | -9.9% | +27.8% | -37.7% | -23.0% |
| YTD | -31.1% | +8.6% | -39.7% | -35.3% |
| 1Y | -8.5% | +16.9% | -25.4% | -18.2% |
| 3Y | +652.2% | +32.9% | +619.3% | +529.5% |
| All | +56.8% | -14.3% | +71.1% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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