+59.7%
RGTI vs ES
-1.6%
+61.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | +5.5% | +1.4% | +4.1% | +5.3% |
| 30D | -11.9% | -1.2% | -10.7% | -11.8% |
| 3M | -27.4% | +5.0% | -32.4% | -28.2% |
| 6M | -7.1% | -2.8% | -4.2% | -7.0% |
| YTD | -28.6% | +8.6% | -37.2% | -29.8% |
| 1Y | +4.4% | +18.9% | -14.6% | +0.9% |
| 3Y | +698.5% | +32.1% | +666.3% | +634.1% |
| 5Y | +64.2% | -5.1% | +69.2% | +55.6% |
| All | +59.7% | -1.6% | +61.3% | +51.3% |
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