+53.9%
RGTI vs DRI
+74.1%
-20.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -2.8% |
| 7D | +2.5% | -4.8% | +7.3% | +4.9% |
| 30D | -13.7% | -3.9% | -9.7% | -12.2% |
| 3M | -22.6% | +5.1% | -27.7% | -25.4% |
| 6M | -13.4% | +5.5% | -18.9% | -16.9% |
| YTD | -31.2% | +16.5% | -47.7% | -37.8% |
| 1Y | -7.6% | +2.0% | -9.6% | -11.3% |
| 3Y | +669.7% | +54.5% | +615.2% | +473.4% |
| 5Y | +57.0% | +66.6% | -9.6% | +4.8% |
| All | +53.9% | +74.1% | -20.2% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling