+54.2%
RGTI vs EW
-10.6%
+64.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.8% |
| 7D | +0.5% | -6.2% | +6.6% | +2.9% |
| 30D | -17.1% | -9.3% | -7.8% | -14.0% |
| 3M | -26.0% | -1.6% | -24.4% | -26.0% |
| 6M | -9.9% | -0.8% | -9.0% | -10.2% |
| YTD | -31.1% | -1.0% | -30.0% | -31.3% |
| 1Y | -8.5% | +8.2% | -16.7% | -12.4% |
| 3Y | +652.2% | +12.7% | +639.5% | +567.0% |
| 5Y | +56.8% | -30.2% | +87.0% | +52.6% |
| All | +54.2% | -10.6% | +64.9% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling