+53.1%
RGTI vs LOW
+6.7%
+46.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.1% |
| 7D | -0.1% | -2.6% | +2.5% | +1.5% |
| 30D | -16.2% | -11.1% | -5.1% | -9.9% |
| 3M | -22.0% | -8.5% | -13.5% | -18.6% |
| 6M | -10.8% | -20.8% | +10.1% | +2.2% |
| YTD | -31.6% | -17.2% | -14.3% | -25.2% |
| 1Y | -6.4% | -24.7% | +18.4% | +8.6% |
| 3Y | +665.7% | -9.7% | +675.4% | +684.2% |
| 5Y | +55.6% | +6.0% | +49.7% | +48.7% |
| All | +53.1% | +6.7% | +46.5% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling