+12.2%
RGTI vs COMP
-42.6%
+54.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +2.7% | -11.3% | -9.6% |
| 7D | -0.9% | +2.2% | -3.1% | -1.1% |
| 30D | -16.2% | +16.3% | -32.5% | -20.5% |
| 3M | -38.6% | -19.1% | -19.4% | -33.7% |
| 6M | -45.8% | +17.1% | -63.0% | -49.7% |
| YTD | -49.8% | -2.9% | -46.9% | -51.1% |
| 1Y | -64.6% | +8.8% | -73.4% | -66.8% |
| 3Y | +1,045.4% | +423.5% | +621.9% | +453.0% |
| 5Y | +6.7% | -10.5% | +17.2% | -31.8% |
| All | +12.2% | -42.6% | +54.8% | -28.0% |
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