+53.1%
RGTI vs DD
+45.0%
+8.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.2% |
| 7D | -0.1% | -2.9% | +2.8% | +2.2% |
| 30D | -16.2% | -11.5% | -4.7% | -7.8% |
| 3M | -22.0% | -5.4% | -16.6% | -18.3% |
| 6M | -10.8% | -6.9% | -3.9% | -4.9% |
| YTD | -31.6% | +6.9% | -38.4% | -34.6% |
| 1Y | -6.4% | +35.6% | -42.0% | -26.3% |
| 3Y | +665.7% | +42.5% | +623.1% | +484.7% |
| 5Y | +55.6% | +58.5% | -2.8% | +13.5% |
| All | +53.1% | +45.0% | +8.2% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling