+652.2%
RGTI vs ITW
+20.2%
+632.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.2% |
| 7D | +0.5% | -0.7% | +1.2% | +1.1% |
| 30D | -17.1% | -8.3% | -8.8% | -11.1% |
| 3M | -26.0% | +6.0% | -32.0% | -31.7% |
| 6M | -9.9% | 0.0% | -9.8% | -12.5% |
| YTD | -31.1% | +10.2% | -41.3% | -40.7% |
| 1Y | -8.5% | +3.2% | -11.7% | -15.8% |
| 3Y | +652.2% | +21.0% | +631.2% | +427.3% |
| All | +652.2% | +20.2% | +632.0% | +427.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 3y: compounded portfolio wealth divided by compounded ITW 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…
3y analysis · Full analysis span regression · 6 months rolling