-62.1%
RGTI vs Q
+79.8%
-141.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -1.0% |
| 7D | +0.5% | +4.9% | -4.5% | -2.9% |
| 30D | -17.1% | -11.0% | -6.1% | -10.5% |
| 3M | -26.0% | -15.2% | -10.8% | -18.4% |
| 6M | -9.9% | +8.8% | -18.7% | -16.4% |
| YTD | -31.1% | +55.1% | -86.1% | -50.3% |
| All | -62.1% | +79.8% | -141.8% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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