+53.9%
RGTI vs RL
+203.4%
-149.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -1.2% |
| 7D | +2.5% | -0.3% | +2.8% | +2.6% |
| 30D | -13.7% | -17.5% | +3.9% | -1.0% |
| 3M | -22.6% | -14.0% | -8.6% | -14.5% |
| 6M | -13.4% | -2.0% | -11.4% | -12.6% |
| YTD | -31.2% | -4.6% | -26.6% | -29.6% |
| 1Y | -7.6% | +9.5% | -17.1% | -14.5% |
| 3Y | +669.7% | +200.5% | +469.2% | +294.6% |
| 5Y | +57.0% | +226.3% | -169.2% | -24.0% |
| All | +53.9% | +203.4% | -149.5% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling