-68.1%
RGTI vs ES
-1.6%
-66.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -0.9% | +1.1% |
| 7D | -9.6% | +5.3% | -14.9% | -9.7% |
| 30D | -26.0% | +8.9% | -34.9% | -26.3% |
| 3M | -35.8% | -1.9% | -33.8% | -35.3% |
| 6M | -36.7% | +3.9% | -40.5% | -37.9% |
| YTD | -49.4% | +8.3% | -57.7% | -51.1% |
| 1Y | -68.1% | -0.1% | -68.0% | -68.8% |
| All | -68.1% | -1.6% | -66.5% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling