+59.7%
RGTI vs AR
+328.5%
-268.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.9% | +4.2% |
| 7D | +5.5% | -1.8% | +7.3% | +5.9% |
| 30D | -11.9% | +12.6% | -24.5% | -14.4% |
| 3M | -27.4% | +10.0% | -37.4% | -29.5% |
| 6M | -7.1% | +0.6% | -7.7% | -8.6% |
| YTD | -28.6% | +13.4% | -42.0% | -32.6% |
| 1Y | +4.4% | +21.7% | -17.4% | -3.8% |
| 3Y | +698.5% | +45.8% | +652.7% | +588.8% |
| 5Y | +64.2% | +144.3% | -80.1% | +54.1% |
| All | +59.7% | +328.5% | -268.8% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling