-13.4%
RGTI vs ALL
+21.1%
-34.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.7% | -3.6% |
| 7D | +2.5% | -2.2% | +4.7% | +0.2% |
| 30D | -13.7% | -5.6% | -8.1% | -18.0% |
| 3M | -22.6% | +17.2% | -39.8% | -10.8% |
| 6M | -13.4% | +23.2% | -36.7% | -8.0% |
| All | -13.4% | +21.1% | -34.6% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling