-7.9%
RGTI vs AR
+99.4%
-107.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -6.9% |
| 7D | -18.1% | +7.4% | -25.5% | -19.7% |
| 30D | -17.6% | +5.8% | -23.4% | -19.2% |
| 3M | -48.3% | +5.2% | -53.5% | -49.4% |
| 6M | -47.8% | +5.4% | -53.2% | -49.4% |
| YTD | -56.6% | +12.4% | -69.0% | -59.6% |
| 1Y | -61.8% | +12.8% | -74.6% | -64.6% |
| 3Y | +807.5% | +47.2% | +760.4% | +643.2% |
| All | -7.9% | +99.4% | -107.2% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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