-68.1%
RGTI vs ESI
+27.8%
-96.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.8% | +4.5% |
| 7D | -9.6% | -6.6% | -3.0% | -5.1% |
| 30D | -26.0% | -10.9% | -15.1% | -19.6% |
| 3M | -35.8% | -13.8% | -21.9% | -28.9% |
| 6M | -36.7% | -21.5% | -15.1% | -25.5% |
| YTD | -49.4% | +34.7% | -84.1% | -64.6% |
| 1Y | -68.1% | +24.9% | -93.0% | -76.0% |
| All | -68.1% | +27.8% | -96.0% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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