+53.1%
RGTI vs DE
+93.1%
-40.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -0.1% | -2.4% | +2.2% | +1.1% |
| 30D | -16.2% | +9.7% | -25.9% | -20.6% |
| 3M | -22.0% | +21.4% | -43.4% | -30.4% |
| 6M | -10.8% | +15.0% | -25.8% | -18.6% |
| YTD | -31.6% | +46.4% | -78.0% | -46.6% |
| 1Y | -6.4% | +45.6% | -52.0% | -27.2% |
| 3Y | +665.7% | +76.8% | +588.9% | +435.8% |
| 5Y | +55.6% | +99.4% | -43.8% | +6.1% |
| All | +53.1% | +93.1% | -40.0% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling