+53.9%
RGTI vs COMP
-40.2%
+94.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -3.0% | -3.4% |
| 7D | +2.5% | +0.8% | +1.6% | +2.1% |
| 30D | -13.7% | -13.9% | +0.2% | -9.0% |
| 3M | -22.6% | +30.7% | -53.3% | -30.8% |
| 6M | -13.4% | +18.7% | -32.1% | -20.6% |
| YTD | -31.2% | +1.0% | -32.2% | -33.9% |
| 1Y | -7.6% | +15.1% | -22.7% | -16.8% |
| 3Y | +669.7% | +219.8% | +449.9% | +336.2% |
| 5Y | +57.0% | -28.7% | +85.7% | -0.6% |
| All | +53.9% | -40.2% | +94.2% | -2.8% |
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