+53.5%
RGTI vs P
+378.2%
-324.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.7% |
| 7D | -2.5% | +6.5% | -9.0% | -6.1% |
| 30D | -9.4% | +18.8% | -28.2% | -19.6% |
| 3M | -37.1% | +26.7% | -63.8% | -45.8% |
| 6M | -14.4% | +62.2% | -76.6% | -37.0% |
| YTD | -31.4% | +48.5% | -79.9% | -47.6% |
| 1Y | +0.5% | +26.4% | -25.9% | -19.8% |
| 3Y | +726.1% | +159.4% | +566.7% | +315.7% |
| 5Y | +56.2% | +275.8% | -219.6% | -29.0% |
| All | +53.5% | +378.2% | -324.6% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling