+53.1%
RGTI vs CBOE
+193.6%
-140.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.6% |
| 7D | -0.1% | -3.7% | +3.6% | -0.3% |
| 30D | -16.2% | +2.0% | -18.2% | -16.1% |
| 3M | -22.0% | -4.2% | -17.8% | -21.8% |
| 6M | -10.8% | +1.2% | -12.0% | -11.0% |
| YTD | -31.6% | +15.4% | -46.9% | -32.3% |
| 1Y | -6.4% | +23.5% | -29.9% | -7.7% |
| 3Y | +665.7% | +93.2% | +572.5% | +502.2% |
| 5Y | +55.6% | +142.0% | -86.3% | +1.5% |
| All | +53.1% | +193.6% | -140.5% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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