+53.9%
RGTI vs ESI
+93.7%
-39.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.7% |
| 7D | +2.5% | +3.9% | -1.4% | -0.6% |
| 30D | -13.7% | -3.8% | -9.9% | -10.8% |
| 3M | -22.6% | -13.1% | -9.5% | -13.8% |
| 6M | -13.4% | +11.3% | -24.7% | -22.1% |
| YTD | -31.2% | +44.1% | -75.3% | -50.5% |
| 1Y | -7.6% | +40.3% | -48.0% | -31.7% |
| 3Y | +669.7% | +84.1% | +585.6% | +386.2% |
| 5Y | +57.0% | +75.8% | -18.8% | -2.2% |
| All | +53.9% | +93.7% | -39.8% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling