+53.1%
RGTI vs EWT
+154.4%
-101.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +3.0% |
| 7D | -0.1% | -1.1% | +1.0% | +1.2% |
| 30D | -16.2% | +4.8% | -21.0% | -21.7% |
| 3M | -22.0% | +11.1% | -33.2% | -32.4% |
| 6M | -10.8% | +54.6% | -65.4% | -50.4% |
| YTD | -31.6% | +71.4% | -103.0% | -67.0% |
| 1Y | -6.4% | +82.1% | -88.5% | -58.1% |
| 3Y | +665.7% | +193.2% | +472.4% | +103.7% |
| 5Y | +55.6% | +146.1% | -90.4% | -53.9% |
| All | +53.1% | +154.4% | -101.3% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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