+53.4%
RGTI vs PL
+84.9%
-31.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.7% |
| 7D | -2.5% | -9.3% | +6.8% | +1.9% |
| 30D | -9.4% | -18.9% | +9.5% | +0.3% |
| 3M | -37.1% | -58.4% | +21.3% | -5.1% |
| 6M | -14.4% | -30.3% | +15.9% | -5.3% |
| YTD | -31.4% | -8.1% | -23.3% | -33.8% |
| 1Y | +0.5% | +180.5% | -180.0% | -47.4% |
| 3Y | +726.1% | +444.1% | +281.9% | +164.7% |
| 5Y | +56.2% | +83.0% | -26.8% | -38.6% |
| All | +53.4% | +84.9% | -31.5% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling