+54.2%
RGTI vs RMBS
+340.4%
-286.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | -0.4% |
| 7D | +0.5% | +1.8% | -1.3% | -0.6% |
| 30D | -17.1% | -13.9% | -3.2% | -9.3% |
| 3M | -26.0% | -39.8% | +13.8% | -0.5% |
| 6M | -9.9% | -6.0% | -3.8% | -11.9% |
| YTD | -31.1% | -5.4% | -25.7% | -35.3% |
| 1Y | -8.5% | -1.8% | -6.7% | -18.1% |
| 3Y | +652.2% | +53.7% | +598.6% | +367.2% |
| 5Y | +56.8% | +268.5% | -211.7% | -33.4% |
| All | +54.2% | +340.4% | -286.1% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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