+59.7%
RGTI vs REPL
-50.3%
+109.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.1% |
| 7D | +5.5% | -5.7% | +11.2% | +5.8% |
| 30D | -11.9% | +22.5% | -34.3% | -13.1% |
| 3M | -27.4% | +64.7% | -92.0% | -31.5% |
| 6M | -7.1% | +83.0% | -90.1% | -19.4% |
| YTD | -28.6% | +52.0% | -80.6% | -37.3% |
| 1Y | +4.4% | +144.5% | -140.2% | -17.0% |
| 3Y | +698.5% | -25.1% | +723.5% | +480.9% |
| 5Y | +64.2% | -52.9% | +117.0% | +15.9% |
| All | +59.7% | -50.3% | +109.9% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling