+0.5%
RGTI vs ROK
+29.3%
-28.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -1.2% |
| 7D | -2.5% | +0.7% | -3.2% | -3.2% |
| 30D | -9.4% | -3.3% | -6.1% | -6.0% |
| 3M | -37.1% | -5.9% | -31.2% | -34.2% |
| 6M | -14.4% | +13.9% | -28.3% | -25.9% |
| YTD | -31.4% | +12.6% | -44.0% | -39.7% |
| 1Y | +0.5% | +28.6% | -28.1% | -17.1% |
| All | +0.5% | +29.3% | -28.8% | -17.1% |
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