+650.7%
RGTI vs RF
+87.8%
+563.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.1% |
| 7D | +2.5% | -0.1% | +2.6% | +2.6% |
| 30D | -13.7% | -4.0% | -9.6% | -10.3% |
| 3M | -22.6% | +5.6% | -28.2% | -27.7% |
| 6M | -13.4% | +13.1% | -26.5% | -24.5% |
| YTD | -31.2% | +13.6% | -44.8% | -40.8% |
| 1Y | -7.6% | +16.0% | -23.6% | -21.8% |
| All | +650.7% | +87.8% | +563.0% | +272.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling