+652.2%
RGTI vs CELH
-60.2%
+712.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.3% |
| 7D | +0.5% | -11.2% | +11.7% | +2.9% |
| 30D | -17.1% | -1.4% | -15.7% | -17.3% |
| 3M | -26.0% | -4.2% | -21.8% | -26.5% |
| 6M | -9.9% | -40.5% | +30.6% | -1.7% |
| YTD | -31.1% | -40.5% | +9.4% | -24.8% |
| 1Y | -8.5% | -53.0% | +44.5% | +3.7% |
| 3Y | +652.2% | -59.1% | +711.3% | +789.4% |
| All | +652.2% | -60.2% | +712.4% | +789.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 3y: compounded portfolio wealth divided by compounded CELH 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…
3y analysis · Full analysis span regression · 6 months rolling