+54.2%
RGTI vs DD
+44.6%
+9.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | +0.5% | -3.5% | +4.0% | +3.3% |
| 30D | -17.1% | -11.7% | -5.4% | -8.7% |
| 3M | -26.0% | -9.2% | -16.8% | -20.0% |
| 6M | -9.9% | -7.2% | -2.7% | -3.7% |
| YTD | -31.1% | +6.6% | -37.7% | -34.0% |
| 1Y | -8.5% | +32.0% | -40.5% | -26.5% |
| 3Y | +652.2% | +42.1% | +610.1% | +475.7% |
| 5Y | +56.8% | +58.1% | -1.3% | +14.5% |
| All | +54.2% | +44.6% | +9.6% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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