+53.5%
RGTI vs EXPD
+83.0%
-29.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -2.5% | -1.1% | -1.4% | -2.0% |
| 30D | -9.4% | +4.1% | -13.5% | -10.9% |
| 3M | -37.1% | +17.9% | -55.0% | -41.5% |
| 6M | -14.4% | +29.2% | -43.6% | -24.3% |
| YTD | -31.4% | +27.4% | -58.7% | -39.2% |
| 1Y | +0.5% | +56.8% | -56.3% | -20.1% |
| 3Y | +726.1% | +68.0% | +658.0% | +517.9% |
| 5Y | +56.2% | +61.9% | -5.6% | +11.0% |
| All | +53.5% | +83.0% | -29.5% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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