+53.1%
RGTI vs ES
-5.1%
+58.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.3% |
| 7D | -0.1% | -3.5% | +3.3% | +0.3% |
| 30D | -16.2% | -3.0% | -13.2% | -15.9% |
| 3M | -22.0% | -0.3% | -21.8% | -22.3% |
| 6M | -10.8% | -5.2% | -5.6% | -10.5% |
| YTD | -31.6% | +4.8% | -36.3% | -32.4% |
| 1Y | -6.4% | +12.7% | -19.1% | -8.9% |
| 3Y | +665.7% | +27.5% | +638.1% | +607.2% |
| 5Y | +55.6% | -4.7% | +60.3% | +48.4% |
| All | +53.1% | -5.1% | +58.2% | +45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling