+57.0%
RGTI vs PL
+72.5%
-15.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -2.0% |
| 7D | +2.5% | -13.9% | +16.3% | +9.8% |
| 30D | -13.7% | -25.5% | +11.8% | -0.5% |
| 3M | -22.6% | -44.8% | +22.2% | +2.7% |
| 6M | -13.4% | -33.3% | +19.9% | -2.1% |
| YTD | -31.2% | -12.7% | -18.5% | -32.0% |
| 1Y | -7.6% | +90.9% | -98.5% | -37.4% |
| 3Y | +669.7% | +528.5% | +141.2% | +132.0% |
| 5Y | +57.0% | +72.7% | -15.7% | -38.5% |
| All | +57.0% | +72.5% | -15.5% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling