+54.2%
RGTI vs DTE
+32.0%
+22.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | +0.5% | -2.6% | +3.0% | +0.9% |
| 30D | -17.1% | -4.4% | -12.7% | -16.5% |
| 3M | -26.0% | -8.3% | -17.6% | -25.2% |
| 6M | -9.9% | -8.1% | -1.8% | -9.0% |
| YTD | -31.1% | +4.4% | -35.5% | -32.4% |
| 1Y | -8.5% | +0.2% | -8.7% | -9.4% |
| 3Y | +652.2% | +42.6% | +609.6% | +582.5% |
| 5Y | +56.8% | +31.5% | +25.3% | +43.8% |
| All | +54.2% | +32.0% | +22.2% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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