+59.7%
RGTI vs IR
+48.3%
+11.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.7% | +5.3% |
| 7D | +5.5% | +0.6% | +4.8% | +4.9% |
| 30D | -11.9% | -13.6% | +1.7% | -1.2% |
| 3M | -27.4% | +3.7% | -31.0% | -31.1% |
| 6M | -7.1% | -13.1% | +6.0% | +1.4% |
| YTD | -28.6% | -5.1% | -23.5% | -28.5% |
| 1Y | +4.4% | -6.5% | +10.8% | +5.0% |
| 3Y | +698.5% | +8.5% | +690.0% | +635.9% |
| 5Y | +64.2% | +43.3% | +20.9% | +24.3% |
| All | +59.7% | +48.3% | +11.4% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling