-73.6%
RGTI vs CARR
-5.4%
-68.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -4.4% | -7.7% | -10.2% |
| 7D | -18.3% | -4.2% | -14.1% | -16.6% |
| 30D | -35.1% | -4.7% | -30.3% | -33.5% |
| 3M | -41.3% | -18.3% | -23.0% | -36.6% |
| 6M | -46.1% | -16.4% | -29.6% | -42.0% |
| YTD | -55.5% | +2.3% | -57.8% | -57.2% |
| 1Y | -73.6% | -4.9% | -68.7% | -73.0% |
| All | -73.6% | -5.4% | -68.1% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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