+54.2%
RGTI vs CAPR
+111.9%
-57.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | +0.5% | -11.0% | +11.4% | +0.9% |
| 30D | -17.1% | +99.8% | -116.9% | -19.7% |
| 3M | -26.0% | -66.6% | +40.6% | -25.0% |
| 6M | -9.9% | -75.1% | +65.2% | -7.5% |
| YTD | -31.1% | -71.0% | +39.9% | -29.8% |
| 1Y | -8.5% | +30.0% | -38.5% | -20.7% |
| 3Y | +652.2% | +29.0% | +623.2% | +472.5% |
| 5Y | +56.8% | +70.8% | -14.0% | +8.7% |
| All | +54.2% | +111.9% | -57.7% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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