-27.4%
RGTI vs ALL
+17.3%
-44.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +1.3% |
| 7D | +5.5% | -1.7% | +7.2% | +3.5% |
| 30D | -11.9% | -4.7% | -7.2% | -15.9% |
| 3M | -27.4% | +18.4% | -45.7% | -18.9% |
| All | -27.4% | +17.3% | -44.7% | -18.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling