+53.1%
RGTI vs EXEL
+134.2%
-81.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | -0.1% | -2.9% | +2.7% | +0.9% |
| 30D | -16.2% | +11.9% | -28.1% | -20.1% |
| 3M | -22.0% | +9.2% | -31.3% | -25.2% |
| 6M | -10.8% | +39.1% | -49.9% | -22.9% |
| YTD | -31.6% | +31.0% | -62.6% | -39.5% |
| 1Y | -6.4% | +52.3% | -58.7% | -22.2% |
| 3Y | +665.7% | +159.7% | +505.9% | +435.8% |
| 5Y | +55.6% | +187.7% | -132.1% | +3.9% |
| All | +53.1% | +134.2% | -81.1% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling