+54.2%
RGTI vs EXEL
+128.9%
-74.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.6% |
| 7D | +0.5% | -4.9% | +5.4% | +2.4% |
| 30D | -17.1% | +11.4% | -28.5% | -20.8% |
| 3M | -26.0% | +4.9% | -30.9% | -27.9% |
| 6M | -9.9% | +34.4% | -44.3% | -21.1% |
| YTD | -31.1% | +28.0% | -59.1% | -38.5% |
| 1Y | -8.5% | +43.6% | -52.1% | -22.2% |
| 3Y | +652.2% | +155.2% | +497.0% | +430.3% |
| 5Y | +56.8% | +181.2% | -124.4% | +5.6% |
| All | +54.2% | +128.9% | -74.6% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling