+53.1%
RGTI vs DLR
+47.3%
+5.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +1.4% |
| 7D | -0.1% | -1.3% | +1.2% | +1.2% |
| 30D | -16.2% | -2.9% | -13.3% | -13.8% |
| 3M | -22.0% | +3.2% | -25.3% | -26.3% |
| 6M | -10.8% | +3.9% | -14.7% | -14.9% |
| YTD | -31.6% | +21.4% | -53.0% | -45.0% |
| 1Y | -6.4% | +9.7% | -16.0% | -15.1% |
| 3Y | +665.7% | +56.5% | +609.1% | +410.4% |
| 5Y | +55.6% | +41.5% | +14.1% | -6.5% |
| All | +53.1% | +47.3% | +5.8% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling