+54.2%
RGTI vs IR
+43.9%
+10.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.9% |
| 7D | +0.5% | -4.5% | +5.0% | +4.1% |
| 30D | -17.1% | -13.9% | -3.2% | -6.7% |
| 3M | -26.0% | -0.3% | -25.6% | -27.3% |
| 6M | -9.9% | -14.3% | +4.5% | -0.5% |
| YTD | -31.1% | -7.9% | -23.2% | -29.3% |
| 1Y | -8.5% | -9.9% | +1.4% | -5.0% |
| 3Y | +652.2% | +6.5% | +645.7% | +604.4% |
| 5Y | +56.8% | +34.0% | +22.7% | +21.6% |
| All | +54.2% | +43.9% | +10.3% | +19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling