+59.7%
RGTI vs D
+5.4%
+54.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | +5.5% | +0.8% | +4.7% | +5.4% |
| 30D | -11.9% | -0.7% | -11.1% | -11.8% |
| 3M | -27.4% | +2.1% | -29.4% | -27.8% |
| 6M | -7.1% | +6.8% | -13.9% | -8.4% |
| YTD | -28.6% | +16.5% | -45.2% | -31.0% |
| 1Y | +4.4% | +19.2% | -14.8% | +0.4% |
| 3Y | +698.5% | +61.9% | +636.6% | +588.4% |
| 5Y | +64.2% | +6.5% | +57.6% | +60.8% |
| All | +59.7% | +5.4% | +54.3% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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