-68.1%
RGTI vs LOW
-0.5%
-67.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.5% | -6.4% | +2.0% |
| 7D | -9.6% | +15.6% | -25.2% | -8.1% |
| 30D | -26.0% | +28.6% | -54.6% | -24.2% |
| 3M | -35.8% | +5.8% | -41.6% | -35.4% |
| 6M | -36.7% | +3.8% | -40.5% | -35.2% |
| YTD | -49.4% | -2.8% | -46.6% | -47.8% |
| 1Y | -68.1% | -1.4% | -66.7% | -67.1% |
| All | -68.1% | -0.5% | -67.7% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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