+56.8%
RGTI vs RL
+232.4%
-175.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.2% |
| 7D | +0.5% | -3.4% | +3.9% | +3.2% |
| 30D | -17.1% | -14.4% | -2.7% | -6.7% |
| 3M | -26.0% | -13.6% | -12.4% | -18.0% |
| 6M | -9.9% | +0.6% | -10.4% | -10.8% |
| YTD | -31.1% | -3.6% | -27.5% | -30.1% |
| 1Y | -8.5% | +8.3% | -16.9% | -15.4% |
| 3Y | +652.2% | +204.8% | +447.4% | +252.6% |
| All | +56.8% | +232.4% | -175.6% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling