+54.2%
RGTI vs M
+59.1%
-4.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.0% | -2.0% |
| 7D | +0.5% | -4.2% | +4.7% | +1.8% |
| 30D | -17.1% | -7.2% | -9.9% | -15.1% |
| 3M | -26.0% | -11.1% | -14.8% | -23.4% |
| 6M | -9.9% | +28.8% | -38.7% | -18.0% |
| YTD | -31.1% | +2.0% | -33.1% | -32.5% |
| 1Y | -8.5% | +31.3% | -39.8% | -18.9% |
| 3Y | +652.2% | +119.1% | +533.1% | +443.2% |
| 5Y | +56.8% | +29.7% | +27.1% | +33.2% |
| All | +54.2% | +59.1% | -4.9% | +31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling