+56.8%
RGTI vs ROK
+47.1%
+9.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | -0.5% |
| 7D | +0.5% | -1.2% | +1.7% | +1.4% |
| 30D | -17.1% | -4.8% | -12.3% | -13.9% |
| 3M | -26.0% | -6.1% | -19.9% | -23.0% |
| 6M | -9.9% | +15.5% | -25.3% | -18.3% |
| YTD | -31.1% | +11.2% | -42.2% | -35.6% |
| 1Y | -8.5% | +23.8% | -32.4% | -20.1% |
| 3Y | +652.2% | +53.1% | +599.1% | +459.8% |
| All | +56.8% | +47.1% | +9.7% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling