+53.9%
RGTI vs ALL
+134.3%
-80.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.7% | -3.6% |
| 7D | +2.5% | -2.2% | +4.7% | +2.5% |
| 30D | -13.7% | -5.6% | -8.1% | -13.7% |
| 3M | -22.6% | +17.2% | -39.8% | -23.4% |
| 6M | -13.4% | +23.2% | -36.7% | -14.9% |
| YTD | -31.2% | +23.6% | -54.8% | -32.6% |
| 1Y | -7.6% | +29.2% | -36.8% | -10.3% |
| 3Y | +669.7% | +153.8% | +515.9% | +538.3% |
| 5Y | +57.0% | +116.1% | -59.1% | +40.0% |
| All | +53.9% | +134.3% | -80.4% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling