+56.8%
RGTI vs MKTX
-60.5%
+117.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +0.5% | -0.2% | +0.7% | +0.5% |
| 30D | -17.1% | +0.7% | -17.8% | -17.3% |
| 3M | -26.0% | +40.8% | -66.8% | -32.5% |
| 6M | -9.9% | -8.0% | -1.9% | -8.8% |
| YTD | -31.1% | -8.7% | -22.3% | -30.3% |
| 1Y | -8.5% | -11.8% | +3.3% | -7.0% |
| 3Y | +652.2% | -24.0% | +676.2% | +653.1% |
| All | +56.8% | -60.5% | +117.3% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling