-6.4%
RGTI vs COMP
+7.7%
-14.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.6% | +1.2% |
| 7D | -0.1% | -8.4% | +8.3% | +2.8% |
| 30D | -16.2% | -20.2% | +4.0% | -9.7% |
| 3M | -22.0% | +28.1% | -50.1% | -29.8% |
| 6M | -10.8% | +14.9% | -25.6% | -18.5% |
| YTD | -31.6% | -4.2% | -27.4% | -35.1% |
| 1Y | -6.4% | +10.2% | -16.6% | +2.2% |
| All | -6.4% | +7.7% | -14.0% | +2.2% |
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