+652.2%
RGTI vs ICE
+41.6%
+610.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | 0.0% |
| 7D | +0.5% | -2.4% | +2.9% | +2.1% |
| 30D | -17.1% | +4.0% | -21.1% | -19.7% |
| 3M | -26.0% | +13.7% | -39.7% | -33.6% |
| 6M | -9.9% | +0.9% | -10.8% | -10.3% |
| YTD | -31.1% | -2.1% | -28.9% | -30.7% |
| 1Y | -8.5% | -9.5% | +1.0% | +0.1% |
| 3Y | +652.2% | +42.1% | +610.1% | +472.3% |
| All | +652.2% | +41.6% | +610.6% | +472.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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