+53.9%
RGTI vs CAPR
+118.7%
-64.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.0% | -3.4% |
| 7D | +2.5% | -12.6% | +15.1% | +3.0% |
| 30D | -13.7% | +124.4% | -138.1% | -16.7% |
| 3M | -22.6% | -66.8% | +44.2% | -21.5% |
| 6M | -13.4% | -71.8% | +58.4% | -11.6% |
| YTD | -31.2% | -70.1% | +38.9% | -30.1% |
| 1Y | -7.6% | +33.3% | -41.0% | -20.0% |
| 3Y | +669.7% | +36.7% | +633.0% | +483.5% |
| 5Y | +57.0% | +72.5% | -15.4% | +8.8% |
| All | +53.9% | +118.7% | -64.8% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling