+53.5%
RGTI vs RF
+83.4%
-29.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -2.5% | +1.3% | -3.8% | -3.5% |
| 30D | -9.4% | -3.6% | -5.8% | -6.8% |
| 3M | -37.1% | +8.1% | -45.2% | -41.5% |
| 6M | -14.4% | +11.5% | -25.9% | -22.3% |
| YTD | -31.4% | +15.6% | -47.0% | -39.7% |
| 1Y | +0.5% | +15.7% | -15.2% | -11.4% |
| 3Y | +726.1% | +86.9% | +639.2% | +416.1% |
| 5Y | +56.2% | +89.8% | -33.6% | +4.0% |
| All | +53.5% | +83.4% | -29.9% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling