+652.2%
RGTI vs REPL
-34.7%
+687.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.8% |
| 7D | +0.5% | -14.1% | +14.6% | +1.0% |
| 30D | -17.1% | -15.2% | -1.9% | -16.6% |
| 3M | -26.0% | +49.9% | -75.9% | -28.3% |
| 6M | -9.9% | +63.5% | -73.4% | -17.2% |
| YTD | -31.1% | +32.9% | -64.0% | -36.1% |
| 1Y | -8.5% | +115.0% | -123.5% | -20.0% |
| 3Y | +652.2% | -34.7% | +686.9% | +493.7% |
| All | +652.2% | -34.7% | +687.0% | +493.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling