-68.1%
RGTI vs ALL
+42.7%
-110.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +4.1% |
| 7D | -9.6% | +7.5% | -17.1% | -2.4% |
| 30D | -26.0% | +19.7% | -45.7% | -10.5% |
| 3M | -35.8% | +2.9% | -38.7% | -33.1% |
| 6M | -36.7% | +23.5% | -60.2% | -19.2% |
| YTD | -49.4% | +31.1% | -80.5% | -31.8% |
| 1Y | -68.1% | +40.5% | -108.6% | -52.8% |
| All | -68.1% | +42.7% | -110.8% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling