+54.2%
RGTI vs DE
+92.5%
-38.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.9% |
| 7D | +0.5% | -2.6% | +3.0% | +1.8% |
| 30D | -17.1% | +9.0% | -26.1% | -21.2% |
| 3M | -26.0% | +19.1% | -45.1% | -33.3% |
| 6M | -9.9% | +14.4% | -24.2% | -17.5% |
| YTD | -31.1% | +45.9% | -77.0% | -46.2% |
| 1Y | -8.5% | +43.6% | -52.1% | -28.3% |
| 3Y | +652.2% | +75.9% | +576.3% | +427.7% |
| 5Y | +56.8% | +98.8% | -42.0% | +7.1% |
| All | +54.2% | +92.5% | -38.2% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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