+53.9%
RGTI vs M
+55.0%
-1.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.2% | +0.6% | -2.1% |
| 7D | +2.5% | -4.1% | +6.5% | +4.0% |
| 30D | -13.7% | -13.6% | 0.0% | -9.2% |
| 3M | -22.6% | -2.3% | -20.3% | -22.5% |
| 6M | -13.4% | +21.9% | -35.3% | -19.5% |
| YTD | -31.2% | -0.6% | -30.6% | -31.9% |
| 1Y | -7.6% | +29.7% | -37.4% | -17.7% |
| 3Y | +669.7% | +107.3% | +562.4% | +466.6% |
| 5Y | +57.0% | +20.5% | +36.6% | +34.8% |
| All | +53.9% | +55.0% | -1.1% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling