+53.1%
RGTI vs CHD
+11.9%
+41.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.6% |
| 7D | -0.1% | -4.7% | +4.6% | -0.5% |
| 30D | -16.2% | -8.3% | -7.9% | -16.7% |
| 3M | -22.0% | -4.0% | -18.0% | -22.2% |
| 6M | -10.8% | -6.5% | -4.2% | -10.7% |
| YTD | -31.6% | +13.1% | -44.6% | -31.4% |
| 1Y | -6.4% | +2.3% | -8.7% | -5.9% |
| 3Y | +665.7% | +1.8% | +663.9% | +632.6% |
| 5Y | +55.6% | +20.6% | +35.1% | +34.2% |
| All | +53.1% | +11.9% | +41.2% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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