-2.8%
RGTI vs COMP
-42.9%
+40.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.7% | -8.6% | -7.5% |
| 7D | -18.1% | 0.0% | -18.1% | -18.1% |
| 30D | -17.6% | +16.6% | -34.2% | -21.9% |
| 3M | -48.3% | -23.5% | -24.8% | -43.1% |
| 6M | -47.8% | +25.7% | -73.5% | -52.8% |
| YTD | -56.6% | -3.4% | -53.2% | -57.6% |
| 1Y | -61.8% | +7.6% | -69.4% | -64.0% |
| 3Y | +807.5% | +423.6% | +384.0% | +338.2% |
| 5Y | -8.8% | -10.6% | +1.8% | -41.6% |
| All | -2.8% | -42.9% | +40.0% | -37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling