+646.8%
RGTI vs EXPE
+153.4%
+493.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.9% |
| 7D | -0.1% | -8.7% | +8.5% | +1.9% |
| 30D | -16.2% | -13.6% | -2.6% | -13.7% |
| 3M | -22.0% | +26.6% | -48.7% | -28.2% |
| 6M | -10.8% | +19.9% | -30.7% | -16.9% |
| YTD | -31.6% | -1.7% | -29.8% | -33.3% |
| 1Y | -6.4% | +29.4% | -35.8% | -18.6% |
| All | +646.8% | +153.4% | +493.4% | +396.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling