-2.8%
RGTI vs ES
-0.1%
-2.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.7% | -6.9% |
| 7D | -18.1% | +2.7% | -20.8% | -18.3% |
| 30D | -17.6% | +7.6% | -25.2% | -18.5% |
| 3M | -48.3% | +0.5% | -48.8% | -48.4% |
| 6M | -47.8% | +7.6% | -55.4% | -48.6% |
| YTD | -56.6% | +10.2% | -66.8% | -57.4% |
| 1Y | -61.8% | +1.8% | -63.7% | -62.2% |
| 3Y | +807.5% | +55.4% | +752.2% | +730.1% |
| 5Y | -8.8% | +7.3% | -16.1% | -13.5% |
| All | -2.8% | -0.1% | -2.7% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling