+54.2%
RGTI vs CASY
+185.8%
-131.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.7% | +1.4% |
| 7D | +0.5% | -18.6% | +19.1% | +7.5% |
| 30D | -17.1% | -26.6% | +9.5% | -8.1% |
| 3M | -26.0% | -32.8% | +6.8% | -15.6% |
| 6M | -9.9% | -10.0% | +0.2% | -10.9% |
| YTD | -31.1% | +11.6% | -42.7% | -38.6% |
| 1Y | -8.5% | +11.5% | -20.0% | -18.6% |
| 3Y | +652.2% | +160.7% | +491.5% | +364.1% |
| 5Y | +56.8% | +232.4% | -175.6% | -12.8% |
| All | +54.2% | +185.8% | -131.6% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling