-45.8%
RGTI vs IP
+7.8%
-53.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.3% | -7.2% | -7.9% |
| 7D | -0.9% | -2.8% | +1.9% | +0.8% |
| 30D | -16.2% | +9.2% | -25.4% | -19.3% |
| 3M | -38.6% | -16.1% | -22.4% | -35.1% |
| 6M | -45.8% | +9.6% | -55.4% | -52.4% |
| All | -45.8% | +7.8% | -53.6% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 6mo: compounded portfolio wealth divided by compounded IP 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…
6mo analysis · Full analysis span regression · 6 months rolling