+55.6%
RGTI vs EW
-28.6%
+84.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -0.1% | -3.4% | +3.2% | +1.2% |
| 30D | -16.2% | -7.4% | -8.8% | -13.7% |
| 3M | -22.0% | +0.9% | -23.0% | -22.8% |
| 6M | -10.8% | +1.2% | -11.9% | -11.8% |
| YTD | -31.6% | +1.8% | -33.3% | -32.6% |
| 1Y | -6.4% | +10.8% | -17.2% | -11.3% |
| 3Y | +665.7% | +17.1% | +648.5% | +564.3% |
| All | +55.6% | -28.6% | +84.3% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling