-9.2%
RGTI vs ES
+12.7%
-21.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.1% |
| 7D | -0.1% | -3.5% | +3.3% | +0.5% |
| 30D | -16.2% | -3.0% | -13.2% | -15.9% |
| 3M | -22.0% | -0.3% | -21.8% | -23.3% |
| 6M | -10.8% | -5.2% | -5.6% | -10.5% |
| YTD | -31.6% | +4.8% | -36.3% | -34.2% |
| All | -9.2% | +12.7% | -21.9% | -19.5% |
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