+55.6%
RGTI vs CAPR
+66.0%
-10.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.4% |
| 7D | -0.1% | -10.6% | +10.4% | +0.3% |
| 30D | -16.2% | +111.2% | -127.4% | -19.1% |
| 3M | -22.0% | -67.2% | +45.2% | -20.9% |
| 6M | -10.8% | -75.1% | +64.4% | -8.4% |
| YTD | -31.6% | -71.2% | +39.7% | -30.3% |
| 1Y | -6.4% | +31.1% | -37.5% | -19.3% |
| 3Y | +665.7% | +31.3% | +634.3% | +467.2% |
| 5Y | +55.6% | +69.4% | -13.7% | +1.9% |
| All | +55.6% | +66.0% | -10.4% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling