+646.8%
RGTI vs ESI
+73.2%
+573.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +3.7% |
| 7D | -0.1% | -2.3% | +2.2% | +1.9% |
| 30D | -16.2% | -9.0% | -7.2% | -8.5% |
| 3M | -22.0% | -13.3% | -8.8% | -12.0% |
| 6M | -10.8% | +5.3% | -16.1% | -18.9% |
| YTD | -31.6% | +37.6% | -69.2% | -54.2% |
| 1Y | -6.4% | +33.6% | -40.0% | -35.3% |
| All | +646.8% | +73.2% | +573.6% | +253.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling