-20.5%
RGTI vs CARR
-6.1%
-14.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.5% | -4.1% | +4.6% | +1.9% |
| 30D | -18.9% | -8.8% | -10.1% | -16.4% |
| 3M | -27.2% | -17.8% | -9.4% | -23.2% |
| 6M | -5.6% | +3.6% | -9.2% | -6.0% |
| YTD | -31.1% | +9.6% | -40.7% | -33.7% |
| All | -20.5% | -6.1% | -14.4% | -11.7% |
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