+652.2%
RGTI vs M
+112.2%
+540.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.0% | -2.5% |
| 7D | +0.5% | -4.2% | +4.7% | +2.1% |
| 30D | -17.1% | -7.2% | -9.9% | -14.7% |
| 3M | -26.0% | -11.1% | -14.8% | -22.9% |
| 6M | -9.9% | +28.8% | -38.7% | -19.4% |
| YTD | -31.1% | +2.0% | -33.1% | -32.9% |
| 1Y | -8.5% | +31.3% | -39.8% | -21.4% |
| 3Y | +652.2% | +119.1% | +533.1% | +352.1% |
| All | +652.2% | +112.2% | +540.0% | +352.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling