+53.9%
RGTI vs EXPE
+56.6%
-2.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | +2.5% | -11.5% | +14.0% | +6.9% |
| 30D | -13.7% | -13.1% | -0.6% | -9.9% |
| 3M | -22.6% | +18.1% | -40.7% | -29.2% |
| 6M | -13.4% | +13.3% | -26.7% | -20.0% |
| YTD | -31.2% | -3.2% | -28.0% | -33.6% |
| 1Y | -7.6% | +26.1% | -33.8% | -22.7% |
| 3Y | +669.7% | +151.7% | +518.0% | +332.6% |
| 5Y | +57.0% | +88.3% | -31.3% | -5.5% |
| All | +53.9% | +56.6% | -2.7% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling