-8.5%
RGTI vs CAPR
+37.0%
-45.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | +0.5% | -11.0% | +11.4% | +0.7% |
| 30D | -17.1% | +99.8% | -116.9% | -18.4% |
| 3M | -26.0% | -66.6% | +40.6% | -25.3% |
| 6M | -9.9% | -75.1% | +65.2% | -8.5% |
| YTD | -31.1% | -71.0% | +39.9% | -30.3% |
| 1Y | -8.5% | +30.0% | -38.5% | -6.0% |
| All | -8.5% | +37.0% | -45.5% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling