-68.1%
RGTI vs IR
+11.7%
-79.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.3% |
| 7D | -9.6% | +11.6% | -21.2% | -14.2% |
| 30D | -26.0% | +7.2% | -33.2% | -28.4% |
| 3M | -35.8% | -5.9% | -29.9% | -34.0% |
| 6M | -36.7% | +11.5% | -48.1% | -40.9% |
| YTD | -49.4% | +6.3% | -55.7% | -53.1% |
| 1Y | -68.1% | +9.1% | -77.2% | -71.0% |
| All | -68.1% | +11.7% | -79.9% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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