+54.2%
RGTI vs DRI
+74.5%
-20.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | +0.5% | -3.2% | +3.7% | +2.0% |
| 30D | -17.1% | -7.8% | -9.3% | -14.0% |
| 3M | -26.0% | +0.4% | -26.3% | -27.0% |
| 6M | -9.9% | +4.8% | -14.7% | -13.2% |
| YTD | -31.1% | +16.7% | -47.8% | -37.7% |
| 1Y | -8.5% | +1.5% | -10.0% | -11.9% |
| 3Y | +652.2% | +56.3% | +596.0% | +457.0% |
| 5Y | +56.8% | +66.4% | -9.6% | +4.5% |
| All | +54.2% | +74.5% | -20.3% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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