+53.9%
RGTI vs EW
-8.7%
+62.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.4% |
| 7D | +2.5% | -5.1% | +7.6% | +4.5% |
| 30D | -13.7% | -6.4% | -7.3% | -11.5% |
| 3M | -22.6% | -1.6% | -21.0% | -22.5% |
| 6M | -13.4% | +2.3% | -15.7% | -14.7% |
| YTD | -31.2% | +1.1% | -32.3% | -32.0% |
| 1Y | -7.6% | +8.0% | -15.6% | -11.4% |
| 3Y | +669.7% | +16.3% | +653.3% | +574.2% |
| 5Y | +57.0% | -29.4% | +86.4% | +51.7% |
| All | +53.9% | -8.7% | +62.6% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling