-68.1%
RGTI vs RF
+25.4%
-93.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.4% |
| 7D | -9.6% | +2.3% | -11.9% | -10.7% |
| 30D | -26.0% | +7.2% | -33.2% | -28.8% |
| 3M | -35.8% | -8.2% | -27.5% | -32.9% |
| 6M | -36.7% | +7.0% | -43.7% | -41.1% |
| YTD | -49.4% | +10.3% | -59.7% | -55.3% |
| 1Y | -68.1% | +25.1% | -93.2% | -76.2% |
| All | -68.1% | +25.4% | -93.6% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling