-13.4%
RGTI vs EW
+6.6%
-20.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.5% |
| 7D | +2.5% | -5.1% | +7.6% | +3.7% |
| 30D | -13.7% | -6.4% | -7.3% | -12.3% |
| 3M | -22.6% | -1.6% | -21.0% | -22.7% |
| 6M | -13.4% | +2.3% | -15.7% | -12.9% |
| All | -13.4% | +6.6% | -20.0% | -12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling