+698.5%
RGTI vs COMP
+221.9%
+476.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.3% | +7.3% | +5.3% |
| 7D | +5.5% | +4.1% | +1.4% | +3.7% |
| 30D | -11.9% | -14.5% | +2.7% | -6.5% |
| 3M | -27.4% | +41.8% | -69.2% | -38.2% |
| 6M | -7.1% | +23.6% | -30.6% | -16.9% |
| YTD | -28.6% | +1.7% | -30.3% | -32.2% |
| 1Y | +4.4% | +12.6% | -8.2% | -6.0% |
| 3Y | +698.5% | +221.9% | +476.6% | +235.1% |
| All | +698.5% | +221.9% | +476.6% | +235.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling