+54.2%
RGTI vs AU
+447.6%
-393.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +0.5% | -4.3% | +4.7% | +1.5% |
| 30D | -17.1% | +7.3% | -24.4% | -18.6% |
| 3M | -26.0% | +26.3% | -52.3% | -30.0% |
| 6M | -9.9% | +1.8% | -11.6% | -11.2% |
| YTD | -31.1% | +26.8% | -57.9% | -34.4% |
| 1Y | -8.5% | +66.7% | -75.2% | -16.7% |
| 3Y | +652.2% | +579.1% | +73.1% | +442.9% |
| 5Y | +56.8% | +689.3% | -632.6% | +7.8% |
| All | +54.2% | +447.6% | -393.4% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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