+56.8%
RGTI vs IT
-42.9%
+99.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.5% | -1.3% |
| 7D | +0.5% | -3.7% | +4.1% | +1.6% |
| 30D | -17.1% | +0.1% | -17.2% | -17.8% |
| 3M | -26.0% | +20.7% | -46.7% | -34.6% |
| 6M | -9.9% | +12.0% | -21.8% | -19.0% |
| YTD | -31.1% | -28.8% | -2.2% | -21.5% |
| 1Y | -8.5% | -25.5% | +17.0% | +1.0% |
| 3Y | +652.2% | -48.8% | +701.0% | +972.2% |
| All | +56.8% | -42.9% | +99.7% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 5y: compounded portfolio wealth divided by compounded IT 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…
5y analysis · Full analysis span regression · 6 months rolling