+883.3%
RGTI vs AS
+142.2%
+741.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +3.1% | +7.3% | +8.8% |
| 7D | +21.6% | +5.8% | +15.8% | +18.4% |
| 30D | -7.5% | +15.4% | -22.8% | -14.3% |
| 3M | -27.6% | -11.9% | -15.8% | -23.1% |
| 6M | -31.5% | -9.9% | -21.6% | -28.6% |
| YTD | -41.4% | -13.1% | -28.3% | -38.1% |
| 1Y | -61.6% | +9.9% | -71.4% | -64.4% |
| All | +883.3% | +142.2% | +741.1% | +641.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling