+56.8%
RGTI vs REPL
-59.3%
+116.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.9% |
| 7D | +0.5% | -14.1% | +14.6% | +1.4% |
| 30D | -17.1% | -15.2% | -1.9% | -16.3% |
| 3M | -26.0% | +49.9% | -75.9% | -29.9% |
| 6M | -9.9% | +63.5% | -73.4% | -21.6% |
| YTD | -31.1% | +32.9% | -64.0% | -39.1% |
| 1Y | -8.5% | +115.0% | -123.5% | -27.0% |
| 3Y | +652.2% | -34.7% | +686.9% | +453.5% |
| All | +56.8% | -59.3% | +116.1% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling