+54.2%
RGTI vs CARR
+43.4%
+10.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | -0.3% |
| 7D | +0.5% | -3.8% | +4.2% | +3.3% |
| 30D | -17.1% | -8.9% | -8.2% | -11.2% |
| 3M | -26.0% | -17.3% | -8.7% | -15.2% |
| 6M | -9.9% | -1.4% | -8.5% | -11.9% |
| YTD | -31.1% | +10.0% | -41.1% | -39.6% |
| 1Y | -8.5% | -6.4% | -2.2% | -8.9% |
| 3Y | +652.2% | +1.5% | +650.7% | +637.9% |
| 5Y | +56.8% | +9.3% | +47.5% | +30.8% |
| All | +54.2% | +43.4% | +10.8% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling