+56.8%
RGTI vs DOW
-37.7%
+94.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.8% |
| 7D | +0.5% | -1.4% | +1.9% | +1.2% |
| 30D | -17.1% | -3.9% | -13.2% | -15.9% |
| 3M | -26.0% | -12.7% | -13.3% | -22.0% |
| 6M | -9.9% | -13.7% | +3.8% | -8.8% |
| YTD | -31.1% | +28.4% | -59.4% | -47.8% |
| 1Y | -8.5% | +21.8% | -30.3% | -29.6% |
| 3Y | +652.2% | -35.7% | +687.9% | +873.1% |
| All | +56.8% | -37.7% | +94.5% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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