-68.1%
RGTI vs EW
+19.7%
-87.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | -0.2% |
| 7D | -9.6% | +8.3% | -17.9% | -11.8% |
| 30D | -26.0% | +13.9% | -39.9% | -28.9% |
| 3M | -35.8% | +10.9% | -46.7% | -37.8% |
| 6M | -36.7% | +19.2% | -55.9% | -40.6% |
| YTD | -49.4% | +16.6% | -66.0% | -52.6% |
| 1Y | -68.1% | +18.1% | -86.2% | -70.5% |
| All | -68.1% | +19.7% | -87.8% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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