-68.1%
RGTI vs EXPE
+48.9%
-117.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.5% | -9.4% | +1.3% |
| 7D | -9.6% | +14.6% | -24.2% | -9.4% |
| 30D | -26.0% | +21.4% | -47.4% | -25.9% |
| 3M | -35.8% | +1.4% | -37.1% | -35.8% |
| 6M | -36.7% | +28.6% | -65.3% | -37.4% |
| YTD | -49.4% | +12.1% | -61.5% | -51.8% |
| 1Y | -68.1% | +50.0% | -118.1% | -69.7% |
| All | -68.1% | +48.9% | -117.1% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling