+652.2%
RGTI vs ROL
-0.9%
+653.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +0.5% | -3.2% | +3.6% | +1.0% |
| 30D | -17.1% | -4.9% | -12.2% | -16.5% |
| 3M | -26.0% | -25.8% | -0.2% | -22.3% |
| 6M | -9.9% | -37.6% | +27.7% | -1.5% |
| YTD | -31.1% | -41.5% | +10.4% | -23.3% |
| 1Y | -8.5% | -39.5% | +31.0% | +0.3% |
| 3Y | +652.2% | +0.1% | +652.1% | +545.3% |
| All | +652.2% | -0.9% | +653.1% | +545.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 3y: compounded portfolio wealth divided by compounded ROL 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…
3y analysis · Full analysis span regression · 6 months rolling