-68.1%
RGTI vs COMP
+23.8%
-91.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.7% | -6.6% | -2.2% |
| 7D | -9.6% | +9.5% | -19.1% | -13.4% |
| 30D | -26.0% | +8.1% | -34.1% | -28.8% |
| 3M | -35.8% | -16.3% | -19.4% | -31.5% |
| 6M | -36.7% | +42.2% | -78.9% | -48.5% |
| YTD | -49.4% | -5.0% | -44.4% | -54.1% |
| 1Y | -68.1% | +20.1% | -88.2% | -75.7% |
| All | -68.1% | +23.8% | -91.9% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling