-68.1%
RGTI vs DG
+45.3%
-113.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.5% | -7.4% | -1.3% |
| 7D | -9.6% | +12.3% | -21.9% | -12.9% |
| 30D | -26.0% | +19.3% | -45.3% | -30.8% |
| 3M | -35.8% | +11.9% | -47.6% | -38.7% |
| 6M | -36.7% | +25.0% | -61.6% | -44.0% |
| YTD | -49.4% | +8.7% | -58.1% | -51.9% |
| 1Y | -68.1% | +44.7% | -112.8% | -75.1% |
| All | -68.1% | +45.3% | -113.4% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling