-61.8%
RGTI vs RF
+18.9%
-80.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.1% | -7.6% |
| 7D | -18.1% | +1.9% | -20.1% | -18.9% |
| 30D | -17.6% | +7.3% | -25.0% | -20.6% |
| 3M | -48.3% | -7.9% | -40.4% | -46.1% |
| 6M | -47.8% | +10.5% | -58.3% | -52.4% |
| YTD | -56.6% | +9.6% | -66.2% | -60.8% |
| 1Y | -61.8% | +20.3% | -82.1% | -67.6% |
| All | -61.8% | +18.9% | -80.7% | -67.6% |
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