-68.1%
RGTI vs ROK
+25.3%
-93.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.7% |
| 7D | -9.6% | 0.0% | -9.6% | -9.6% |
| 30D | -26.0% | -2.5% | -23.5% | -24.0% |
| 3M | -35.8% | 0.0% | -35.8% | -35.7% |
| 6M | -36.7% | +11.6% | -48.2% | -43.4% |
| YTD | -49.4% | +15.2% | -64.6% | -56.9% |
| 1Y | -68.1% | +25.0% | -93.1% | -75.6% |
| All | -68.1% | +25.3% | -93.4% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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