-68.1%
RGTI vs RL
+34.3%
-102.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.4% | -2.4% |
| 7D | -9.6% | +5.8% | -15.4% | -13.7% |
| 30D | -26.0% | +12.7% | -38.7% | -32.8% |
| 3M | -35.8% | +9.3% | -45.1% | -40.7% |
| 6M | -36.7% | +16.9% | -53.6% | -46.7% |
| YTD | -49.4% | +17.5% | -66.9% | -59.5% |
| 1Y | -68.1% | +34.6% | -102.8% | -78.6% |
| All | -68.1% | +34.3% | -102.5% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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