+646.8%
RGTI vs EW
+17.2%
+629.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -0.1% | -3.4% | +3.2% | +1.0% |
| 30D | -16.2% | -7.4% | -8.8% | -13.9% |
| 3M | -22.0% | +0.9% | -23.0% | -22.7% |
| 6M | -10.8% | +1.2% | -11.9% | -11.6% |
| YTD | -31.6% | +1.8% | -33.3% | -32.4% |
| 1Y | -6.4% | +10.8% | -17.2% | -10.7% |
| All | +646.8% | +17.2% | +629.6% | +558.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling