+53.5%
RGTI vs COMP
-37.8%
+91.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -2.5% | +1.4% | -3.9% | -3.0% |
| 30D | -9.4% | -13.3% | +3.9% | -4.7% |
| 3M | -37.1% | +41.1% | -78.2% | -45.5% |
| 6M | -14.4% | +17.2% | -31.6% | -21.2% |
| YTD | -31.4% | +5.2% | -36.6% | -35.0% |
| 1Y | +0.5% | +18.9% | -18.4% | -10.5% |
| 3Y | +726.1% | +215.9% | +510.2% | +370.3% |
| 5Y | +56.2% | -31.2% | +87.4% | -2.3% |
| All | +53.5% | -37.8% | +91.3% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling