+54.2%
RGTI vs DG
-37.4%
+91.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | +0.5% | -6.5% | +6.9% | +2.0% |
| 30D | -17.1% | +4.2% | -21.3% | -18.0% |
| 3M | -26.0% | +9.5% | -35.5% | -28.2% |
| 6M | -9.9% | -13.1% | +3.3% | -7.6% |
| YTD | -31.1% | -4.8% | -26.2% | -30.8% |
| 1Y | -8.5% | +20.6% | -29.1% | -13.3% |
| 3Y | +652.2% | +4.9% | +647.3% | +588.6% |
| 5Y | +56.8% | -37.9% | +94.6% | +60.6% |
| All | +54.2% | -37.4% | +91.7% | +57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling