+53.9%
RGTI vs ETR
+141.6%
-87.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.4% | -3.5% |
| 7D | +2.5% | +0.4% | +2.1% | +2.5% |
| 30D | -13.7% | +2.0% | -15.7% | -13.9% |
| 3M | -22.6% | -1.7% | -20.9% | -22.5% |
| 6M | -13.4% | +3.6% | -17.0% | -14.0% |
| YTD | -31.2% | +18.0% | -49.2% | -33.0% |
| 1Y | -7.6% | +26.2% | -33.9% | -10.2% |
| 3Y | +669.7% | +148.0% | +521.7% | +634.6% |
| 5Y | +57.0% | +126.1% | -69.0% | +56.6% |
| All | +53.9% | +141.6% | -87.6% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling