-68.1%
RGTI vs M
+36.6%
-104.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.6% | -6.5% | -1.4% |
| 7D | -9.6% | +8.3% | -17.9% | -12.1% |
| 30D | -26.0% | +14.2% | -40.2% | -29.4% |
| 3M | -35.8% | -1.1% | -34.7% | -35.6% |
| 6M | -36.7% | +36.6% | -73.3% | -42.8% |
| YTD | -49.4% | +19.8% | -69.2% | -54.3% |
| 1Y | -68.1% | +37.2% | -105.3% | -73.8% |
| All | -68.1% | +36.6% | -104.7% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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