+652.2%
RGTI vs EXE
+15.6%
+636.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.5% |
| 7D | +0.5% | -3.1% | +3.6% | +1.6% |
| 30D | -17.1% | -0.9% | -16.2% | -17.0% |
| 3M | -26.0% | +9.6% | -35.5% | -29.1% |
| 6M | -9.9% | -11.6% | +1.7% | -6.0% |
| YTD | -31.1% | -12.6% | -18.5% | -28.5% |
| 1Y | -8.5% | +1.2% | -9.7% | -15.0% |
| 3Y | +652.2% | +18.0% | +634.2% | +541.4% |
| All | +652.2% | +15.6% | +636.6% | +541.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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