-6.4%
RGTI vs PL
+81.4%
-87.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +1.1% |
| 7D | -0.1% | -9.0% | +8.9% | +5.1% |
| 30D | -16.2% | -29.6% | +13.4% | +1.2% |
| 3M | -22.0% | -45.7% | +23.6% | +6.9% |
| 6M | -10.8% | -34.3% | +23.5% | +0.4% |
| YTD | -31.6% | -15.4% | -16.2% | -36.2% |
| 1Y | -6.4% | +86.1% | -92.4% | -52.6% |
| All | -6.4% | +81.4% | -87.8% | -52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling