+54.2%
RGTI vs DLR
+49.9%
+4.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -1.0% |
| 7D | +0.5% | +0.1% | +0.4% | +0.3% |
| 30D | -17.1% | -4.3% | -12.8% | -13.4% |
| 3M | -26.0% | +3.8% | -29.8% | -30.4% |
| 6M | -9.9% | +5.8% | -15.7% | -15.7% |
| YTD | -31.1% | +23.5% | -54.6% | -45.5% |
| 1Y | -8.5% | +11.1% | -19.6% | -18.1% |
| 3Y | +652.2% | +57.9% | +594.3% | +396.5% |
| 5Y | +56.8% | +44.0% | +12.8% | -7.4% |
| All | +54.2% | +49.9% | +4.4% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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