+0.5%
RGTI vs INDA
-5.0%
+5.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -2.5% | +0.7% | -3.2% | -3.6% |
| 30D | -9.4% | -0.8% | -8.6% | -8.1% |
| 3M | -37.1% | +3.9% | -41.0% | -40.0% |
| 6M | -14.4% | -0.7% | -13.7% | -16.8% |
| YTD | -31.4% | -7.7% | -23.7% | -31.6% |
| 1Y | +0.5% | -5.1% | +5.6% | +2.6% |
| All | +0.5% | -5.0% | +5.5% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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