+56.8%
RGTI vs P
+268.0%
-211.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | -1.9% |
| 7D | +0.5% | -1.3% | +1.8% | +1.2% |
| 30D | -17.1% | -11.9% | -5.2% | -11.6% |
| 3M | -26.0% | +41.6% | -67.6% | -41.2% |
| 6M | -9.9% | +58.1% | -68.0% | -33.8% |
| YTD | -31.1% | +46.5% | -77.6% | -47.8% |
| 1Y | -8.5% | +19.1% | -27.6% | -25.3% |
| 3Y | +652.2% | +150.6% | +501.6% | +261.1% |
| All | +56.8% | +268.0% | -211.2% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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