+59.7%
RGTI vs ROL
+6.4%
+53.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.6% | +4.6% |
| 7D | +5.5% | -3.4% | +8.9% | +6.2% |
| 30D | -11.9% | -6.9% | -4.9% | -10.6% |
| 3M | -27.4% | -24.6% | -2.8% | -23.0% |
| 6M | -7.1% | -39.5% | +32.5% | +4.1% |
| YTD | -28.6% | -41.1% | +12.5% | -19.6% |
| 1Y | +4.4% | -37.9% | +42.3% | +15.1% |
| 3Y | +698.5% | +0.8% | +697.7% | +654.8% |
| 5Y | +64.2% | -4.7% | +68.9% | +53.8% |
| All | +59.7% | +6.4% | +53.3% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling