+56.8%
RGTI vs DGX
+66.8%
-10.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | +0.5% | -0.9% | +1.4% | +0.6% |
| 30D | -17.1% | -1.2% | -15.9% | -17.0% |
| 3M | -26.0% | +15.8% | -41.8% | -27.2% |
| 6M | -9.9% | +18.2% | -28.0% | -11.8% |
| YTD | -31.1% | +37.2% | -68.3% | -34.7% |
| 1Y | -8.5% | +30.4% | -38.9% | -12.3% |
| 3Y | +652.2% | +96.7% | +555.5% | +542.5% |
| All | +56.8% | +66.8% | -10.0% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 5y: compounded portfolio wealth divided by compounded DGX 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…
5y analysis · Full analysis span regression · 6 months rolling