+820.5%
RGTI vs AS
+137.8%
+682.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.8% | -4.5% | -5.4% |
| 7D | +9.6% | +4.5% | +5.1% | +7.4% |
| 30D | -13.4% | +13.2% | -26.6% | -19.0% |
| 3M | -31.2% | -11.9% | -19.2% | -26.8% |
| 6M | -35.9% | -11.6% | -24.3% | -32.5% |
| YTD | -45.1% | -14.7% | -30.4% | -41.4% |
| 1Y | -63.3% | +5.7% | -69.0% | -65.2% |
| All | +820.5% | +137.8% | +682.7% | +601.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling