+54.2%
RGTI vs ETR
+137.4%
-83.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +0.5% | -1.8% | +2.3% | +0.7% |
| 30D | -17.1% | -1.8% | -15.3% | -17.0% |
| 3M | -26.0% | -3.6% | -22.4% | -25.7% |
| 6M | -9.9% | +2.6% | -12.5% | -10.4% |
| YTD | -31.1% | +16.0% | -47.1% | -32.7% |
| 1Y | -8.5% | +20.1% | -28.6% | -10.7% |
| 3Y | +652.2% | +143.6% | +508.6% | +619.3% |
| 5Y | +56.8% | +124.4% | -67.6% | +56.7% |
| All | +54.2% | +137.4% | -83.2% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling