+54.1%
RGTI vs PL
+67.9%
-13.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.4% |
| 7D | +0.5% | -9.2% | +9.7% | +5.2% |
| 30D | -17.1% | -32.9% | +15.8% | +0.5% |
| 3M | -26.0% | -51.9% | +25.9% | +5.0% |
| 6M | -9.9% | -35.3% | +25.5% | +3.3% |
| YTD | -31.1% | -16.6% | -14.5% | -30.3% |
| 1Y | -8.5% | +70.1% | -78.6% | -34.5% |
| 3Y | +652.2% | +479.2% | +173.0% | +135.7% |
| 5Y | +56.8% | +65.9% | -9.1% | -35.4% |
| All | +54.1% | +67.9% | -13.8% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling